InvestorLombard Odier Asset Management (Europe) Ltd
Portfolio Value $ 1,464,570,000
Current Positions309
Opened Positions5
Closed Positions51


Latest Holdings, Performance, AUM (from 13F, 13D)

Lombard Odier Asset Management (Europe) Ltd - Portfolio Value

Lombard Odier Asset Management (Europe) Ltd has disclosed 309 total holdings in their latest SEC filings. Most recent portfolio value is calculated to be $ 1,464,570,000 USD. Actual Assets Under Management (AUM) is this value plus cash (which is not disclosed). Lombard Odier Asset Management (Europe) Ltd's top holdings are Citrix Systems, Inc. 0.5% Convertible Bond due 2019-04-15 (177376AD2) , The Priceline Group Inc. Bond (741503AX4) , NXP Semiconductors N.V. Bond (62952QAB6) , Amazon.com, Inc. (NASDAQ:AMZN) , and Illumina, Inc. Bond (452327AH2) . Lombard Odier Asset Management (Europe) Ltd's new positions include Citrix Systems, Inc. 0.5% Convertible Bond due 2019-04-15 (177376AD2) , The Priceline Group Inc. Bond (741503AX4) , NXP Semiconductors N.V. Bond (62952QAB6) , Illumina, Inc. Bond (452327AH2) , and (ARCP) .

All Lombard Odier Asset Management (Europe) Ltd holdings are listed in the following tables. Data is sourced from 13D/13G, 13F, and N-Q filings. Green rows indicate new positions. Red rows indicate closed positions.

This form was filed on May 15, 2018. Click the link icon to see the full transaction history.

Reporting
Period
Form Security Opt Imputed
Share Price
Prev
Shares
Current
Shares
Change
(Percent)
Prev Value
($1000)
Current Value
($1000)
Change
(Percent)
2018-03-31 13F-HR ENSCO JERSEY FIN LTD / NOTE 3.000% 1/3 (29359WAB1) 1,704
2018-03-31 13F-HR ZILLOW GROUP INC / NOTE 2.000%12/0 (98954MAB7) 2,888
2018-03-31 13F-HR FINISAR CORP / NOTE 0.500%12/1 (31787AAP6) 8,757
2018-03-31 13F-HR GOOGL / Alphabet Inc. 1,037.23 3,254 2,901 -10.85 3,428 3,009 -12.22
2018-03-31 13F-HR AME / Ametek, Inc. 76.13 2,838 2,811 -0.95 206 214 3.88
2018-03-31 13F-HR ALL / Allstate Corp. (The) 94.81 4,188 3,681 -12.11 439 349 -20.50
2018-03-31 13F-HR TRV / Travelers Companies, Inc. (The) 138.97 3,162 2,828 -10.56 429 393 -8.39
2018-03-31 13F-HR MMM / 3M Co. 219.46 6,643 5,919 -10.90 1,564 1,299 -16.94
2018-03-31 13F-HR GOOG / Alphabet Inc. Class C 1,031.63 3,413 3,067 -10.14 3,571 3,164 -11.40
2018-03-31 13F-HR EMR / Emerson Electric Co. 68.26 7,291 6,768 -7.17 508 462 -9.06
2018-03-31 13F-HR HCN / Welltower Inc. 54.39 4,610 4,210 -8.68 294 229 -22.11
2018-03-31 13F-HR SBUX / Starbucks Corp. 57.88 16,196 14,650 -9.55 930 848 -8.82
2018-03-31 13F-HR SBUX / Starbucks Corp. Call 57.88 32,000 32,000 0.00 1,838 1,852 0.76
2018-03-31 13F-HR ED / Consolidated Edison, Inc. 77.98 3,846 3,552 -7.64 327 277 -15.29
2018-03-31 13F-HR AXP / American Express Co. 93.22 8,626 7,681 -10.96 857 716 -16.45
2018-03-31 13F-HR AXP / American Express Co. Call 93.20 2,500 2,500 0.00 248 233 -6.05
2018-03-31 13F-HR CRTO / Criteo S.A 25.84 880,000 988,467 12.33 22,906 25,542 11.51
2018-03-31 13F-HR APH / Amphenol Corp. 86.12 3,837 3,437 -10.42 337 296 -12.17
2018-03-31 13F-HR WFT / Weatherford International plc 2.28 13,169 13,169 0.00 55 30 -45.45
2018-03-31 13F-HR K / Kellogg Co. 65.03 3,514 3,137 -10.73 239 204 -14.64
2018-03-31 13F-HR SYY / SYSCO Corp. 59.93 6,299 5,573 -11.53 383 334 -12.79
2018-03-31 13F-HR ZTS / Zoetis Inc. 83.42 5,654 5,071 -10.31 407 423 3.93
2018-03-31 13F-HR DTE / DTE Energy Co. 104.54 2,216 2,047 -7.63 243 214 -11.93
2018-03-31 13F-HR INTC / Intel Corp. 52.08 51,755 45,741 -11.62 2,389 2,382 -0.29
2018-03-31 13F-HR INTC / Intel Corp. Call 52.08 30,000 12,000 -60.00 1,385 625 -54.87
2018-03-31 13F-HR 741503AX4 / The Priceline Group Inc. Bond 113,765 115,035 1.12
2018-03-31 13F-HR MRO / Marathon Oil Corp. 16.09 11,270 10,132 -10.10 191 163 -14.66
2018-03-31 13F-HR KMI / Kinder Morgan, Inc. 15.06 23,806 21,918 -7.93 430 330 -23.26
2018-03-31 13F-HR BXP / Boston Properties, Inc. 123.10 1,928 1,779 -7.73 251 219 -12.75
2018-03-31 13F-HR 112463AA2 / Brookdale Senior Living, Inc. Bond 1,001 1,510 50.85
2018-03-31 13F-HR BBT / BB&T Corp. 52.07 9,667 8,585 -11.19 481 447 -7.07
2018-03-31 13F-HR CVE / Cenovus Energy Inc. 10.97 11,947 11,947 0.00 137 131 -4.38
2018-03-31 13F-HR AET / Aetna, Inc. 168.88 3,689 3,310 -10.27 665 559 -15.94
2018-03-31 13F-HR AMT / American Tower Corp. (REIT) 145.24 4,866 4,372 -10.15 694 635 -8.50
2018-03-31 13F-HR STZ / Constellation Brands, Inc. 227.66 2,077 1,858 -10.54 475 423 -10.95
2018-03-31 13F-HR ITW / Illinois Tool Works, Inc. 156.52 3,645 3,252 -10.78 608 509 -16.28
2018-03-31 13F-HR BAX / Baxter International, Inc. 65.10 6,047 5,392 -10.83 391 351 -10.23
2018-03-31 13F-HR ADM / Archer-Daniels-Midland Co. 43.36 7,296 6,457 -11.50 292 280 -4.11
2018-03-31 13F-HR CB / Chubb Ltd 136.78 5,297 4,774 -9.87 774 653 -15.63
2018-03-31 13F-HR PSA / Public Storage 200.35 1,863 1,692 -9.18 389 339 -12.85
2018-03-31 13F-HR UTX / United Technologies Corp. 125.85 8,600 7,636 -11.21 1,097 961 -12.40
2018-03-31 13F-HR ISRG / Intuitive Surgical, Inc. 412.87 1,320 1,119 -15.23 482 462 -4.15
2018-03-31 13F-HR MS / Morgan Stanley 53.96 15,852 14,048 -11.38 832 758 -8.89
2018-03-31 13F-HR MS / Morgan Stanley Call 53.96 64,200 115,700 80.22 3,369 6,243 85.31
2018-03-31 13F-HR NXPI / NXP Semiconductors N.V. 117.02 3,857 3,649 -5.39 452 427 -5.53
2018-03-31 13F-HR EIX / Edison International 63.51 4,054 3,228 -20.37 256 205 -19.92
2018-03-31 13F-HR MFC / Manulife Financial Corp. 23.92 21,395 18,937 -11.49 561 453 -19.25
2018-03-31 13F-HR 92343XAA8 / Verint Systems, Inc. 1.5% Bond Due 6/1/2021 1,338 1,507 12.63
2018-03-31 13F-HR PBA / Pembina Pipeline Corp. 40.15 6,834 6,201 -9.26 311 249 -19.94
2018-03-31 13F-HR BTG / B2Gold Corp. 3.55 11,537 11,537 0.00 45 41 -8.89
2018-03-31 13F-HR VZ / Verizon Communications, Inc. 47.81 44,736 41,057 -8.22 2,368 1,963 -17.10
2018-03-31 13F-HR ES / Eversource Energy 59.01 4,125 3,474 -15.78 261 205 -21.46
2018-03-31 13F-HR CXO / Concho Resources, Inc. 150.26 1,914 1,737 -9.25 288 261 -9.37
2018-03-31 13F-HR F / Ford Motor Co. 11.08 44,012 39,364 -10.56 550 436 -20.73
2018-03-31 13F-HR NEE / NextEra Energy, Inc. 163.33 5,371 4,794 -10.74 839 783 -6.67
2018-03-31 13F-HR EL / Estee Lauder Companies, Inc. (THE) 149.92 2,703 2,468 -8.69 344 370 7.56
2018-03-31 13F-HR 92763WAA1 / Vipshop Holdings, Inc. Bond 12,998 5,571 -57.14
2018-03-31 13F-HR CELG / Celgene Corp. 89.26 8,521 8,111 -4.81 889 724 -18.56
2018-03-31 13F-HR MTB / M & T Bank Corp. 184.66 1,685 1,473 -12.58 288 272 -5.56
2018-03-31 13F-HR YUM / Yum! Brands, Inc. 85.12 4,149 3,724 -10.24 339 317 -6.49
2018-03-31 13F-HR INTU / Intuit Inc. 173.26 2,799 2,603 -7.00 442 451 2.04
2018-03-31 13F-HR KMB / Kimberly-Clark Corp. 110.11 4,144 3,778 -8.83 500 416 -16.80
2018-03-31 13F-HR PCG / PG&E Corp. 43.93 5,600 4,985 -10.98 251 219 -12.75
2018-03-31 13F-HR PNC / PNC Financial Services Group, Inc. (The) 151.19 5,537 4,888 -11.72 799 739 -7.51
2018-03-31 13F-HR KEY / KeyCorp 19.57 12,873 11,242 -12.67 260 220 -15.38
2018-03-31 13F-HR CMI / Cummins, Inc. 161.90 1,928 1,785 -7.42 341 289 -15.25
2018-03-31 13F-HR TSN / Tyson Foods, Inc. 73.25 3,724 3,372 -9.45 302 247 -18.21
2018-03-31 13F-HR PX / Praxair, Inc. 144.31 3,407 3,042 -10.71 527 439 -16.70
2018-03-31 13F-HR 74348TAR3 / Prospect Capital Corp. 4.95% Bond due 2022-07-15 11,590 10,786 -6.94
2018-03-31 13F-HR ILMN / Illumina, Inc. 236.43 1,621 1,455 -10.24 354 344 -2.82
2018-03-31 13F-HR ILMN / Illumina, Inc. Call 236.44 4,500 4,500 0.00 983 1,064 8.24
2018-03-31 13F-HR 867652AJ8 / SunPower Corp. Bond 3,780 3,493 -7.59
2018-03-31 13F-HR 62952QAB6 / NXP Semiconductors N.V. Bond 97,279 81,820 -15.89
2018-03-31 13F-HR TRP / TransCanada Corp. 53.27 10,055 9,329 -7.22 615 497 -19.19
2018-03-31 13F-HR CMCSA / Comcast Corp. 34.16 51,838 46,100 -11.07 2,076 1,575 -24.13
2018-03-31 13F-HR CMCSA / Comcast Corp. Call 34.20 155,000 15,000 -90.32 6,208 513 -91.74
2018-03-31 13F-HR QCOM / QUALCOMM Incorporated 55.44 16,168 14,503 -10.30 1,035 804 -22.32
2018-03-31 13F-HR CNI / Canadian National Railway Co. 94.13 8,630 7,798 -9.64 894 734 -17.90
2018-03-31 13F-HR 87238QAD5 / Tcp Capital Corp 4.625 1mar22 Bond 2,087 2,031 -2.68
2018-03-31 13F-HR CRM / Salesforce.com, Inc. 116.35 7,763 6,953 -10.43 794 809 1.89
2018-03-31 13F-HR ABT / Abbott Laboratories 59.95 19,604 17,432 -11.08 1,119 1,045 -6.61
2018-03-31 13F-HR PG / Procter & Gamble Co. (The) 79.28 27,932 25,014 -10.45 2,566 1,983 -22.72
2018-03-31 13F-HR MNST / Monster Beverage Corporation 57.22 5,006 4,509 -9.93 317 258 -18.61
2018-03-31 13F-HR CLX / Clorox Company (The) 133.38 1,734 1,582 -8.77 258 211 -18.22
2018-03-31 13F-HR 84860WAB8 / Spirit Realty Capital, Inc. Bond 13,544 12,549 -7.35
2018-03-31 13F-HR COL / Rockwell Collins, Inc. 134.64 2,123 1,894 -10.79 288 255 -11.46
2018-03-31 13F-HR MSFT / Microsoft Corp. 91.27 79,375 71,082 -10.45 6,790 6,488 -4.45
2018-03-31 13F-HR 04010LAM5 / Ares Capital Corp. 4.375% Bond Due 1/15/2019 25,860 25,280 -2.24
2018-03-31 13F-HR EXC / Exelon Corp. 38.99 11,531 10,412 -9.70 454 406 -10.57
2018-03-31 13F-HR ARCP / 44,454 47,395 6.62
2018-03-31 13F-HR EQR / Equity Residential 61.63 4,526 4,219 -6.78 289 260 -10.03
2018-03-31 13F-HR PRU / Prudential Financial, Inc. 103.52 5,052 4,347 -13.95 581 450 -22.55
2018-03-31 13F-HR 09238EAB0 / Blackhawk Network Holdings, Inc. Bond 1.500% 1/1 16,211 17,370 7.15
2018-03-31 13F-HR IP / International Paper Company 53.52 5,019 4,316 -14.01 291 231 -20.62
2018-03-31 13F-HR BABA / Alibaba Group Holding Limited Call 183.54 65,000 65,000 0.00 11,208 11,930 6.44
2018-03-31 13F-HR SWK / Stanley Black & Decker, Inc. 153.45 1,948 1,753 -10.01 331 269 -18.73
2018-03-31 13F-HR FB / Facebook, Inc. 159.79 25,817 23,249 -9.95 4,556 3,715 -18.46
2018-03-31 13F-HR 867652AL3 / SunPower Corp. Bond 2,637 2,423 -8.12
2018-03-31 13F-HR BK / Bank of New York Mellon Corp. (The) 51.56 12,080 10,726 -11.21 651 553 -15.05
2018-03-31 13F-HR RY / Royal Bank of Canada (Montreal, PQ) 99.52 16,145 14,560 -9.82 1,657 1,449 -12.55
2018-03-31 13F-HR MAR / Marriott International, Inc. 135.99 3,800 3,368 -11.37 516 458 -11.24
2018-03-31 13F-HR JCI / Johnson Controls International plc 35.22 10,448 9,427 -9.77 398 332 -16.58
2018-03-31 13F-HR SYF / Synchrony Financial 33.49 9,272 7,824 -15.62 358 262 -26.82
2018-03-31 13F-HR PPG / PPG Industries, Inc. 111.54 3,167 2,851 -9.98 370 318 -14.05
2018-03-31 13F-HR TSLA / Tesla Motors, Inc. 265.85 1,485 1,309 -11.85 462 348 -24.68
2018-03-31 13F-HR AVB / AvalonBay Communities, Inc. 164.68 1,701 1,591 -6.47 303 262 -13.53
2018-03-31 13F-HR CAT / Caterpillar, Inc. 147.38 6,729 5,964 -11.37 1,060 879 -17.08
2018-03-31 13F-HR CAT / Caterpillar, Inc. Call 147.33 12,000 7,500 -37.50 1,891 1,105 -41.57
2018-03-31 13F-HR 267475AB7 / Dycom Industries, Inc. Bond 21,991 14,430 -34.38
2018-03-31 13F-HR DUK / Duke Energy Corp. 77.47 8,099 7,306 -9.79 681 566 -16.89
2018-03-31 13F-HR NLY / Annaly Capital Management, Inc. 10.44 15,937 14,270 -10.46 189 149 -21.16
2018-03-31 13F-HR 88163VAE9 / Teva Pharmaceutical Fin Llc Bond 7,038 6,400 -9.07
2018-03-31 13F-HR SRE / Sempra Energy 111.24 2,983 2,652 -11.10 319 295 -7.52
2018-03-31 13F-HR MET / MetLife, Inc. 45.92 10,319 9,015 -12.64 522 414 -20.69
2018-03-31 13F-HR CFG / Citizens Financial Group, Inc. 42.00 5,942 5,119 -13.85 249 215 -13.65
2018-03-31 13F-HR REGN / Regeneron Pharmaceuticals, Inc. 343.83 868 762 -12.21 326 262 -19.63
2018-03-31 13F-HR MCD / McDonald's Corp. 156.33 9,022 8,060 -10.66 1,553 1,260 -18.87
2018-03-31 13F-HR PYPL / PayPal Holdings, Inc. 75.87 12,788 11,348 -11.26 941 861 -8.50
2018-03-31 13F-HR AMP / Ameriprise Financial, Inc. 147.82 1,826 1,583 -13.31 309 234 -24.27
2018-03-31 13F-HR 092533AC2 / Blackrock Capital Investment Bond 11,885 13,324 12.11
2018-03-31 13F-HR 84860WAA0 / Spirit Realty Capital, Inc. Bond 10,015 14,451 44.29
2018-03-31 13F-HR EBAY / eBay, Inc. 40.26 12,326 10,184 -17.38 465 410 -11.83
2018-03-31 13F-HR ACN / Accenture plc 153.44 6,995 6,211 -11.21 1,071 953 -11.02
2018-03-31 13F-HR MRK / Merck & Co., Inc. 54.47 29,885 26,712 -10.62 1,682 1,455 -13.50
2018-03-31 13F-HR DPS / Dr. Pepper Snapple Group, Inc. 118.50 2,526 1,924 -23.83 245 228 -6.94
2018-03-31 13F-HR NOW / ServiceNow, Inc. 165.32 2,014 1,863 -7.50 263 308 17.11
2018-03-31 13F-HR BSX / Boston Scientific Corp. 27.33 16,115 13,610 -15.54 399 372 -6.77
2018-03-31 13F-HR MCK / McKesson Corp. 140.95 2,367 2,093 -11.58 369 295 -20.05
2018-03-31 13F-HR OWE / Obsidian Energy Ltd. 1.26 12,664 12,664 0.00 20 16 -20.00
2018-03-31 13F-HR PEP / PepsiCo, Inc. 109.17 15,788 14,088 -10.77 1,893 1,538 -18.75
2018-03-31 13F-HR BMY / Bristol-Myers Squibb Co. 63.22 18,231 16,229 -10.98 1,117 1,026 -8.15
2018-03-31 13F-HR 67020YAK6 / Nuance Communications, Inc. 1.00% Bond Due 12/15/2035 21,335 21,295 -0.19
2018-03-31 13F-HR HPE / Hewlett Packard Enterprise Company 17.54 18,988 17,101 -9.94 273 300 9.89
2018-03-31 13F-HR ADI / Analog Devices, Inc. 91.07 4,441 4,052 -8.76 395 369 -6.58
2018-03-31 13F-HR PSX / Phillips 66 95.90 5,083 4,661 -8.30 514 447 -13.04
2018-03-31 13F-HR HON / Honeywell International, Inc. 144.56 8,115 7,229 -10.92 1,245 1,045 -16.06
2018-03-31 13F-HR EOG / EOG Resources, Inc. 105.33 6,639 5,962 -10.20 716 628 -12.29
2018-03-31 13F-HR YHOO / Yahoo! Inc. 40,167 32,440 -19.24
2018-03-31 13F-HR D / Dominion Resources, Inc. 67.42 7,520 6,764 -10.05 610 456 -25.25
2018-03-31 13F-HR 55608BAA3 / Macquarie Infrastructure Company LLC 2.875% Bond Due 7/15/2019 441 1,795 307.03
2018-03-31 13F-HR BAC / Bank of America Corp. 29.99 109,879 97,618 -11.16 3,244 2,928 -9.74
2018-03-31 13F-HR BAC / Bank of America Corp. Call 29.99 106,000 193,500 82.55 3,129 5,803 85.46
2018-03-31 13F-HR N72482AA5 / QIAGEN N.V. Bond 11,889 12,044 1.30
2018-03-31 13F-HR NKE / Nike, Inc. 66.46 14,570 13,257 -9.01 911 881 -3.29
2018-03-31 13F-HR DE / Deere & Co. 155.31 3,275 2,891 -11.73 513 449 -12.48
2018-03-31 13F-HR HRS / Harris Corp. 161.20 1,634 1,495 -8.51 231 241 4.33
2018-03-31 13F-HR 85571BAB1 / Starwood Property Trust Inc Bond 20,365 19,771 -2.92
2018-03-31 13F-HR 682189AK1 / ON Semiconductor Corporation 1% Bond due 2020-12-01 19,631 10,918 -44.38
2018-03-31 13F-HR CCL / Carnival Corp. 65.53 4,499 3,998 -11.14 299 262 -12.37
2018-03-31 13F-HR 452327AH2 / Illumina, Inc. Bond 60,155 62,478 3.86
2018-03-31 13F-HR IR / Ingersoll-Rand plc 85.49 3,178 2,784 -12.40 283 238 -15.90
2018-03-31 13F-HR NFLX / Netflix, Inc. 295.39 4,718 4,191 -11.17 906 1,238 36.64
2018-03-31 13F-HR KR / Kroger Co. 23.98 10,377 9,550 -7.97 285 229 -19.65
2018-03-31 13F-HR RCI / Rogers Communications, Inc. 57.44 4,815 4,126 -14.31 308 237 -23.05
2018-03-31 13F-HR PEG / Public Service Enterprise Group, Inc. 50.23 6,416 5,773 -10.02 330 290 -12.12
2018-03-31 13F-HR ADSK / Autodesk, Inc. 125.54 2,505 2,079 -17.01 263 261 -0.76
2018-03-31 13F-HR ROP / Roper Technologies, Inc. 280.98 1,228 1,146 -6.68 318 322 1.26
2018-03-31 13F-HR C / Citigroup, Inc. 67.50 30,056 26,741 -11.03 2,236 1,805 -19.28
2018-03-31 13F-HR C / Citigroup, Inc. Call 67.50 61,700 80,700 30.79 4,591 5,447 18.65
2018-03-31 13F-HR COF / Capital One Financial Corp. 95.88 5,731 5,069 -11.55 571 486 -14.89
2018-03-31 13F-HR FIS / Fidelity National Information Services, Inc. 96.25 4,119 3,657 -11.22 388 352 -9.28
2018-03-31 13F-HR GLW / Corning, Inc. 27.90 10,766 8,997 -16.43 344 251 -27.03
2018-03-31 13F-HR 670704AG0 / NuVasive, Inc. Bond 22,798 21,165 -7.16
2018-03-31 13F-HR ESRX / Express Scripts Holding Co. 69.03 6,739 5,780 -14.23 503 399 -20.68
2018-03-31 13F-HR 02917TAB0 / VEREIT, Inc. Bond 7,473 7,255 -2.92
2018-03-31 13F-HR EW / Edwards Lifesciences Corp. 139.32 2,405 2,103 -12.56 271 293 8.12
2018-03-31 13F-HR SYK / Stryker Corp. 160.98 3,936 3,516 -10.67 609 566 -7.06
2018-03-31 13F-HR WCN / Waste Connections, Inc. 92.29 2,904 2,904 0.00 259 268 3.47
2018-03-31 13F-HR FDX / FedEx Corp. 240.13 2,855 2,557 -10.44 712 614 -13.76
2018-03-31 13F-HR BRK.B / Berkshire Hathaway, Inc. 199.45 13,926 12,384 -11.07 2,760 2,470 -10.51
2018-03-31 13F-HR BRK.B / Berkshire Hathaway, Inc. Call 199.49 5,800 17,500 201.72 1,150 3,491 203.57
2018-03-31 13F-HR ENB / Enbridge Inc. 40.53 19,242 17,124 -11.01 946 694 -26.64
2018-03-31 13F-HR DIS / The Walt Disney Co. 100.46 17,115 15,240 -10.96 1,840 1,531 -16.79
2018-03-31 13F-HR ADP / Automatic Data Processing, Inc. 113.52 4,935 4,651 -5.75 578 528 -8.65
2018-03-31 13F-HR OKE / ONEOK, Inc. 56.92 4,961 4,445 -10.40 265 253 -4.53
2018-03-31 13F-HR PXD / Pioneer Natural Resources Co. 171.57 1,970 1,871 -5.03 341 321 -5.87
2018-03-31 13F-HR FITB / Fifth Third Bancorp 31.76 9,160 8,375 -8.57 278 266 -4.32
2018-03-31 13F-HR CHK / Chesapeake Energy Corp. 3.05 10,506 10,506 0.00 42 32 -23.81
2018-03-31 13F-HR CHTR / Charter Communications, Inc. 311.19 2,127 1,912 -10.11 715 595 -16.78
2018-03-31 13F-HR SBAC / SBA Communications Corp. 170.89 1,383 1,264 -8.60 226 216 -4.42
2018-03-31 13F-HR STI / SunTrust Banks, Inc. 68.12 6,032 5,109 -15.30 390 348 -10.77
2018-03-31 13F-HR ECA / EnCana Corp. 14.14 12,125 10,465 -13.69 203 148 -27.09
2018-03-31 13F-HR COP / ConocoPhillips 59.28 14,119 13,260 -6.08 775 786 1.42
2018-03-31 13F-HR TWX / Time Warner, Inc. 94.60 8,621 7,928 -8.04 789 750 -4.94
2018-03-31 13F-HR BNS / Bank of Nova Scotia (Halifax, NS) 79.34 13,528 12,226 -9.62 1,097 970 -11.58
2018-03-31 13F-HR VCIT / Vanguard Intermediate-Term Corporate Bond Index Fund 84.83 99,712 79,803 -19.97 8,714 6,770 -22.31
2018-03-31 13F-HR PLD / Prologis, Inc. 63.07 6,469 5,835 -9.80 417 368 -11.75
2018-03-31 13F-HR LRCX / Lam Research Corp. 203.35 1,852 1,613 -12.90 341 328 -3.81
2018-03-31 13F-HR GS / Goldman Sachs Group, Inc. (The) 251.76 4,164 3,698 -11.19 1,061 931 -12.25
2018-03-31 13F-HR GS / Goldman Sachs Group, Inc. (The) Call 251.88 13,800 13,800 0.00 3,516 3,476 -1.14
2018-03-31 13F-HR 03762UAB1 / Apollo Commercial Real Estate Finance, Inc. Bond 4.750% 8/2 3,713 3,844 3.53
2018-03-31 13F-HR FTV / Fortive Corporation 77.42 3,857 3,591 -6.90 279 278 -0.36
2018-03-31 13F-HR 90184LAD4 / Twitter, Inc. Bond 8,859 9,808 10.71
2018-03-31 13F-HR DHR / Danaher Corp. 97.88 7,263 6,467 -10.96 674 633 -6.08
2018-03-31 13F-HR ECL / Ecolab, Inc. 137.08 3,178 2,845 -10.48 426 390 -8.45
2018-03-31 13F-HR AMZN / Amazon.com, Inc. 1,447.35 4,425 3,979 -10.08 5,175 5,759 11.29
2018-03-31 13F-HR AMZN / Amazon.com, Inc. Call 1,447.34 85,600 54,800 -35.98 100,107 79,314 -20.77
2018-03-31 13F-HR NEM / Newmont Mining Corp. 39.03 6,945 6,277 -9.62 261 245 -6.13
2018-03-31 13F-HR WDC / Western Digital Corp. 92.42 3,283 3,073 -6.40 261 284 8.81
2018-03-31 13F-HR DXC / DXC Technology Company 100.66 3,456 3,179 -8.02 328 320 -2.44
2018-03-31 13F-HR 14161HAG3 / Cardtronics, Inc. Bond 2,781 2,883 3.67
2018-03-31 13F-HR SO / Southern Co. (The) 44.66 11,728 10,456 -10.85 564 467 -17.20
2018-03-31 13F-HR AMGN / Amgen Inc. 170.45 8,155 6,776 -16.91 1,418 1,155 -18.55
2018-03-31 13F-HR MA / MasterCard Incorporated 175.14 10,500 9,324 -11.20 1,589 1,633 2.77
2018-03-31 13F-HR XOM / Exxon Mobil Corp. 74.61 46,276 41,254 -10.85 3,871 3,078 -20.49
2018-03-31 13F-HR KO / Coca Cola Co. 43.44 44,748 39,895 -10.85 2,053 1,733 -15.59
2018-03-31 13F-HR SCHW / Schwab Charles Corp 52.22 14,072 12,257 -12.90 723 640 -11.48
2018-03-31 13F-HR PPL / PPL Corp. 28.24 8,476 7,756 -8.49 262 219 -16.41
2018-03-31 13F-HR ALXN / Alexion Pharmaceuticals, Inc. 111.31 2,444 2,219 -9.21 292 247 -15.41
2018-03-31 13F-HR VFC / V.F. Corp. 74.03 4,030 3,458 -14.19 298 256 -14.09
2018-03-31 13F-HR PCAR / PACCAR, Inc. 66.11 4,270 3,948 -7.54 304 261 -14.14
2018-03-31 13F-HR XEL / Xcel Energy, Inc. 45.40 6,126 5,727 -6.51 295 260 -11.86
2018-03-31 13F-HR VRTX / Vertex Pharmaceuticals Inc. 163.06 2,814 2,588 -8.03 422 422 0.00
2018-03-31 13F-HR MDT / Medtronic plc 80.24 15,248 13,584 -10.91 1,231 1,090 -11.45
2018-03-31 13F-HR 22943FAM2 / Ctrip Com Intl Ltd Bond 41,617 40,513 -2.65
2018-03-31 13F-HR AON / Aon Plc 140.44 2,865 2,663 -7.05 384 374 -2.60
2018-03-31 13F-HR WBA / Walgreens Boots Alliance, Inc. 65.44 10,427 9,367 -10.17 757 613 -19.02
2018-03-31 13F-HR UNP / Union Pacific Corp. 134.38 9,047 8,022 -11.33 1,213 1,078 -11.13
2018-03-31 13F-HR LLY / Eli Lilly & Co. 77.40 11,261 10,078 -10.51 951 780 -17.98
2018-03-31 13F-HR LOW / Lowe's Companies, Inc. 87.72 9,321 8,288 -11.08 866 727 -16.05
2018-03-31 13F-HR CVS / CVS Health Corporation 62.18 11,543 10,261 -11.11 837 638 -23.78
2018-03-31 13F-HR BMO / Bank of Montreal (PQ) 97.32 7,450 6,802 -8.70 749 662 -11.62
2018-03-31 13F-HR ADBE / Adobe Systems, Inc. 216.03 5,398 4,879 -9.61 946 1,054 11.42
2018-03-31 13F-HR ZBH / Zimmer Biomet Holdings, Inc 109.18 2,306 2,070 -10.23 278 226 -18.71
2018-03-31 13F-HR 867652AG4 / SunPower Corp. Bond 7,912 7,103 -10.22
2018-03-31 13F-HR CCI / Crown Castle International Corp. 109.73 4,601 4,256 -7.50 511 467 -8.61
2018-03-31 13F-HR 00971TAG6 / Akamai Technologies, Inc. Bond 14,878 19,266 29.49
2018-03-31 13F-HR AGN / Allergan plc 168.23 3,717 3,311 -10.92 608 557 -8.39
2018-03-31 13F-HR IBM / International Business Machines Corp. 153.43 9,841 8,786 -10.72 1,510 1,348 -10.73
2018-03-31 13F-HR 531229AB8 / Liberty Media Corporation Bond 809 809 0.00
2018-03-31 13F-HR LVS / Las Vegas Sands Corp. 71.93 4,992 4,407 -11.72 347 317 -8.65
2018-03-31 13F-HR AIG / American International Group, Inc. 54.37 10,576 9,435 -10.79 630 513 -18.57
2018-03-31 13F-HR AIG / American International Group, Inc. Call 54.41 29,700 29,700 0.00 1,770 1,616 -8.70
2018-03-31 13F-HR MGA / Magna International Inc. 72.68 4,066 3,495 -14.04 290 254 -12.41
2018-03-31 13F-HR NTRSP / Northern Trust Corp. 103.19 2,554 2,384 -6.66 255 246 -3.53
2018-03-31 13F-HR SLF / SunLife Financial Inc. 52.85 6,240 5,601 -10.24 324 296 -8.64
2018-03-31 13F-HR TGT / Target Corp. 69.48 5,660 5,196 -8.20 369 361 -2.17
2018-03-31 13F-HR MMC / Marsh & McLennan Companies, Inc. 82.63 5,763 5,240 -9.08 469 433 -7.68
2018-03-31 13F-HR SPG / Simon Property Group, Inc. 154.22 3,538 3,268 -7.63 608 504 -17.11
2018-03-31 13F-HR 55608BAB1 / Macquarie Infrastructure Company LLC 2.0% Bond Due 10/1/2023 5,574 6,860 23.07
2018-03-31 13F-HR 45256BAE1 / Impax Laboratories, Inc. 2% Bond due 2022-06-15 11,076 11,882 7.28
2018-03-31 13F-HR V / Visa, Inc. 119.63 20,156 17,931 -11.04 2,298 2,145 -6.66
2018-03-31 13F-HR V / Visa, Inc. Call 119.62 47,800 68,300 42.89 5,450 8,170 49.91
2018-03-31 13F-HR KGC / Kinross Gold Corp. 5.12 14,649 14,649 0.00 79 75 -5.06
2018-03-31 13F-HR NVDA / NVIDIA Corp. 231.64 6,547 6,031 -7.88 1,267 1,397 10.26
2018-03-31 13F-HR TJX / TJX Companies, Inc. (The) 81.50 7,177 6,466 -9.91 549 527 -4.01
2018-03-31 13F-HR STT / State Street Corp. 99.83 4,570 4,027 -11.88 446 402 -9.87
2018-03-31 13F-HR RCL / Royal Caribbean Cruises Ltd. 117.99 2,169 1,890 -12.86 259 223 -13.90
2018-03-31 13F-HR TMO / Thermo Fisher Scientific, Inc. 206.51 4,568 4,058 -11.16 867 838 -3.34
2018-03-31 13F-HR ABBV / AbbVie Inc. 94.64 17,457 15,923 -8.79 1,688 1,507 -10.72
2018-03-31 13F-HR APD / Air Products & Chemicals, Inc. 158.92 2,569 2,366 -7.90 422 376 -10.90
2018-03-31 13F-HR 452327AF6 / Illumina, Inc. Bond 4,553 4,959 8.92
2018-03-31 13F-HR MPC / Marathon Petroleum Corp. 73.04 6,253 5,531 -11.55 413 404 -2.18
2018-03-31 13F-HR CM / Canadian Imperial Bank of Commerce, (Toronto, ON) 113.73 5,169 4,502 -12.90 633 512 -19.12
2018-03-31 13F-HR KHC / Kraft Heinz Company 62.33 7,136 6,482 -9.16 555 404 -27.21
2018-03-31 13F-HR WEC / WEC Energy Group, Inc. 62.60 3,866 3,578 -7.45 257 224 -12.84
2018-03-31 13F-HR PFE / Pfizer, Inc. 35.49 65,491 58,329 -10.94 2,372 2,070 -12.73
2018-03-31 13F-HR BDX / Becton Dickinson & Co. 216.65 2,611 2,714 3.94 559 588 5.19
2018-03-31 13F-HR LYB / LyondellBasell Industries NV 105.73 4,025 3,594 -10.71 444 380 -14.41
2018-03-31 13F-HR GTE / Gran Tierra Energy, Inc. 3.57 12,326 12,326 0.00 42 44 4.76
2018-03-31 13F-HR GE / General Electric Co. 13.48 94,691 87,177 -7.94 1,652 1,175 -28.87
2018-03-31 13F-HR CTSH / Cognizant Technology Solutions Corp. 80.56 7,018 6,231 -11.21 498 502 0.80
2018-03-31 13F-HR DFS / Discover Financial Services 71.98 4,745 3,918 -17.43 365 282 -22.74
2018-03-31 13F-HR JPM / JPMorgan Chase & Co. 109.98 38,432 34,170 -11.09 4,110 3,758 -8.56
2018-03-31 13F-HR JPM / JPMorgan Chase & Co. Call 109.97 28,800 61,600 113.89 3,080 6,774 119.94
2018-03-31 13F-HR DLTR / Dollar Tree, Inc. 94.80 2,596 2,479 -4.51 279 235 -15.77
2018-03-31 13F-HR HUM / Humana, Inc. 268.58 1,623 1,467 -9.61 403 394 -2.23
2018-03-31 13F-HR AEP / American Electric Power Company, Inc. 68.63 5,932 5,391 -9.12 436 370 -15.14
2018-03-31 13F-HR 74348TAM4 / Prospect Capital Corp. 5.875% Bond due 2019-01-15 17,185 16,290 -5.21
2018-03-31 13F-HR A / Agilent Technologies, Inc. 67.01 4,174 3,716 -10.97 280 249 -11.07
2018-03-31 13F-HR AAPL / Apple, Inc. 167.79 55,955 49,837 -10.93 9,469 8,362 -11.69
2018-03-31 13F-HR EGO / Eldorado Gold Corporation 1.11 11,700 11,700 0.00 21 13 -38.10
2018-03-31 13F-HR 177376AD2 / Citrix Systems, Inc. 0.5% Convertible Bond due 2019-04-15 128,381 131,187 2.19
2018-03-31 13F-HR 298736AH2 / Euronet Worldwide, Inc. Bond 16,435 15,846 -3.58
2018-03-31 13F-HR HIG / Hartford Financial Services Group, Inc. (The) 51.48 4,214 3,885 -7.81 237 200 -15.61
2018-03-31 13F-HR SLB / Schlumberger Ltd. 64.75 15,779 14,023 -11.13 1,063 908 -14.58
2018-03-31 13F-HR JNJ / Johnson & Johnson 128.13 29,286 26,098 -10.89 4,092 3,344 -18.28
2018-03-31 13F-HR SHW / Sherwin-Williams Co. (The) 391.94 991 893 -9.89 406 350 -13.79
2018-03-31 13F-HR HBAN / Huntington Bancshares, Inc. 15.08 12,946 11,073 -14.47 188 167 -11.17
2018-03-31 13F-HR APC / Anadarko Petroleum Corp. 60.44 6,714 6,138 -8.58 360 371 3.06
2018-03-31 13F-HR CP / Canadian Pacific Railway Ltd. 226.98 1,759 1,564 -11.09 404 355 -12.13
2018-03-31 13F-HR HAL / Halliburton Co. 46.93 10,229 9,312 -8.96 500 437 -12.60
2018-03-31 13F-HR BAM / Brookfield Asset Management, Inc. 50.18 9,966 8,769 -12.01 545 440 -19.27
2018-03-31 13F-HR HD / Home Depot, Inc. (The) 178.25 12,989 11,557 -11.02 2,462 2,060 -16.33
2018-03-31 13F-HR MCHP / Microchip Technology Inc. 91.18 2,805 2,380 -15.15 247 217 -12.15
2018-03-31 13F-HR WM / Waste Management, Inc. 84.07 5,352 4,758 -11.10 462 400 -13.42
2018-03-31 13F-HR ORCL / Oracle Corp. 45.76 34,217 30,661 -10.39 1,618 1,403 -13.29
2018-03-31 13F-HR ROK / Rockwell Automation, Inc. 174.39 1,468 1,468 0.00 288 256 -11.11
2018-03-31 13F-HR PGR / Progressive Corp. (The) 60.89 6,581 5,797 -11.91 371 353 -4.85
2018-03-31 13F-HR 90187BAA9 / Two Harbors Investment Corp. Fixed Income 1,535 1,478 -3.71
2018-03-31 13F-HR EQIX / Equinix, Inc. 418.28 907 777 -14.33 411 325 -20.92
2018-03-31 13F-HR UPS / United Parcel Service, Inc. 104.60 7,741 6,721 -13.18 922 703 -23.75
2018-03-31 13F-HR EA / Electronic Arts Inc. 121.16 3,322 3,062 -7.83 349 371 6.30
2018-03-31 13F-HR TD / Toronto-Dominion Bank (ON) 73.10 20,560 18,469 -10.17 1,514 1,350 -10.83
2018-03-31 13F-HR GILD / Gilead Sciences, Inc. 75.39 14,547 12,854 -11.64 1,042 969 -7.01
2018-03-31 13F-HR VLO / Valero Energy Corp. 92.81 5,360 5,226 -2.50 493 485 -1.62
2018-03-31 13F-HR NSC / Norfolk Southern Corp. 135.63 3,408 3,082 -9.57 494 418 -15.38
2018-03-31 13F-HR SIRI / Sirius XM Holdings Inc. 6.25 22,305 19,034 -14.66 120 119 -0.83
2018-03-31 13F-HR MU / Micron Technology, Inc. 52.14 11,694 10,990 -6.02 481 573 19.13
2018-03-31 13F-HR 966387AL6 / Whiting Petroleum Corp. 1.25% Bond due 2020-04-01 4,828 3,890 -19.43
2018-03-31 13F-HR APTV / Aptiv PLC 84.79 3,108 2,795 -10.07 264 237 -10.23
2018-03-31 13F-HR WFC / Wells Fargo & Co. 52.42 51,741 46,017 -11.06 3,139 2,412 -23.16
2018-03-31 13F-HR CNQ / Canadian Natural Resources Limited 40.49 13,194 11,929 -9.59 593 483 -18.55
2018-03-31 13F-HR PAYX / Paychex, Inc. 61.68 3,979 3,713 -6.69 271 229 -15.50
2018-03-31 13F-HR CL / Colgate-Palmolive Co. 71.65 9,704 8,667 -10.69 732 621 -15.16
2018-03-31 13F-HR CI / Cigna Corp. 167.65 2,960 2,541 -14.16 601 426 -29.12
2018-03-31 13F-HR 749685AT0 / RPM International, Inc. 2.25% Bond Due 12/15/2020 29,840 30,476 2.13
2018-03-31 13F-HR CSX / CSX Corp. 55.71 10,466 9,281 -11.32 576 517 -10.24
2018-03-31 13F-HR DOW / Dow Chemical Co. (The) 63.72 25,851 23,024 -10.94 1,841 1,467 -20.32
2018-03-31 13F-HR GM / General Motors Company 36.37 14,927 13,282 -11.02 612 483 -21.08
2018-03-31 13F-HR ICE / Intercontinental Exchange, Inc. 72.52 6,765 6,205 -8.28 477 450 -5.66
2018-03-31 13F-HR RF / Regions Financial Corp. 18.59 14,153 12,423 -12.22 245 231 -5.71
2018-03-31 13F-HR SU / Suncor Energy Inc. 44.52 19,116 17,230 -9.87 882 767 -13.04
2018-03-31 13F-HR VER / VEREIT, Inc. 6.98 13,470 13,470 0.00 105 94 -10.48
2018-03-31 13F-HR AMAT / Applied Materials, Inc. 55.58 11,992 10,561 -11.93 613 587 -4.24
2018-03-31 13F-HR FOX / Twenty-First Century Fox, Inc. 36.72 11,920 10,511 -11.82 412 386 -6.31
2018-03-31 13F-HR 83416TAC4 / SolarCity Corp 1.625% Bond due 2019-11-01 2,240 4,829 115.58
2018-03-31 13F-HR ATVI / Activision Blizzard, Inc. 67.46 7,936 7,264 -8.47 503 490 -2.58
2018-03-31 13F-HR 74348TAQ5 / Prospect Capital Corp. 4.75% Bond due 2020-04-15 40,352 39,714 -1.58
2018-03-31 13F-HR WMB / Williams Companies, Inc. (The) 24.88 10,194 9,486 -6.95 311 236 -24.12
2018-03-31 13F-HR 09061GAH4 / BioMarin Pharmaceutical, Inc. Bond 5,820 5,473 -5.96
2018-03-31 13F-HR OXY / Occidental Petroleum Corp. 64.97 8,965 8,004 -10.72 660 520 -21.21
2018-03-31 13F-HR TXN / Texas Instruments Inc. 103.85 11,171 9,937 -11.05 1,167 1,032 -11.57
2018-03-31 13F-HR TROW / Price (T.) Rowe Group, Inc. 107.94 2,972 2,659 -10.53 312 287 -8.01
2018-03-31 13F-HR MCO / Moody's Corp. 161.29 2,182 1,922 -11.92 322 310 -3.73
2018-03-31 13F-HR ANTM / Anthem, Inc. 219.76 3,002 2,662 -11.33 675 585 -13.33
2018-03-31 13F-HR AVGO / Broadcom Limited 235.68 4,543 4,014 -11.64 1,167 946 -18.94
2018-03-31 13F-HR DG / Dollar General Corp. 93.57 3,069 2,971 -3.19 285 278 -2.46
2018-03-31 13F-HR WY / Weyerhaeuser Co. 35.06 9,128 8,500 -6.88 322 298 -7.45
2018-03-31 13F-HR BLK / BlackRock, Inc. 541.43 1,404 1,243 -11.47 721 673 -6.66
2018-03-31 13F-HR RHT / Red Hat, Inc. 149.63 2,003 1,878 -6.24 241 281 16.60
2018-03-31 13F-HR DLR / Digital Realty Trust, Inc. 105.21 2,345 2,091 -10.83 267 220 -17.60
2018-03-31 13F-HR HPQ / HP Inc. 21.93 19,679 18,283 -7.09 413 401 -2.91
2018-03-31 13F-HR ROST / Ross Stores, Inc. 77.93 4,266 3,824 -10.36 342 298 -12.87
2018-03-31 13F-HR 90184LAB8 / Twitter, Inc. Bond 0.250% 9/1 6,222 6,231 0.14
2018-03-31 13F-HR TEL / TE Connectivity Ltd. 99.79 4,329 3,838 -11.34 411 383 -6.81
2018-03-31 13F-HR PH / Parker-Hannifin Corp. 171.04 1,703 1,526 -10.39 340 261 -23.24
2018-03-31 13F-HR HCA / HCA Holdings Inc. 96.88 3,522 2,952 -16.18 309 286 -7.44
2018-03-31 13F-HR T / AT & T, Inc. 35.65 67,237 60,135 -10.56 2,614 2,144 -17.98
2018-03-31 13F-HR TRQ / Turquoise Hill Resources Ltd. 3.96 14,889 14,889 0.00 64 59 -7.81
2018-03-31 13F-HR GIS / General Mills, Inc. 45.07 7,132 6,345 -11.03 423 286 -32.39
2018-03-31 13F-HR NUE / Nucor Corp. 61.06 3,966 3,701 -6.68 252 226 -10.32
2018-03-31 13F-HR USB / U.S. Bancorp 50.49 18,982 16,874 -11.11 1,017 852 -16.22
2018-03-31 13F-HR PCLN / The Priceline Group Inc. 539 0 -100.00 937 0 -100.00
2018-03-31 13F-HR CME / CME Group, Inc. 161.73 3,999 3,543 -11.40 584 573 -1.88
2018-03-31 13F-HR UNH / UnitedHealth Group Inc. 213.99 10,653 9,477 -11.04 2,349 2,028 -13.67
2018-03-31 13F-HR ORLY / O'Reilly Automotive, Inc. 247.89 944 831 -11.97 227 206 -9.25
2018-03-31 13F-HR COST / Costco Wholesale Corp. 188.53 4,966 4,445 -10.49 924 838 -9.31
2018-03-31 13F-HR BIIB / Biogen Inc. 273.99 2,385 2,084 -12.62 760 571 -24.87
2018-03-31 13F-HR CSCO / Cisco Systems, Inc. 42.88 55,228 49,019 -11.24 2,115 2,102 -0.61
2018-03-31 13F-HR MHFI / McGraw Hill Financial, Inc. 191.08 3,070 2,622 -14.59 520 501 -3.65
2018-03-31 13F-HR CBS / CBS Corp. 3,846 0 -100.00 227 0 -100.00
2018-03-31 13F-HR GG / Goldcorp, Inc. 11,193 0 -100.00 179 0 -100.00
2018-03-31 13F-HR ANDV / Andeavor Corp. 2,082 0 -100.00 238 0 -100.00
2018-03-31 13F-HR GSAT / Globalstar, Inc. 11,244 0 -100.00 15 0 -100.00
2018-03-31 13F-HR WRK / Westrock Company 3,181 0 -100.00 201 0 -100.00
2018-03-31 13F-HR MSI / Motorola Solutions, Inc. 2,284 0 -100.00 206 0 -100.00
2018-03-31 13F-HR FLT / FleetCor Technologies, Inc. 1,074 0 -100.00 207 0 -100.00
2018-03-31 13F-HR AUY / Yamana Gold Inc. 15,000 0 -100.00 59 0 -100.00
2018-03-31 13F-HR ETR / Entergy Corp. 2,500 0 -100.00 203 0 -100.00
2018-03-31 13F-HR TDG / Transdigm Group, Inc. 739 0 -100.00 203 0 -100.00
2018-03-31 13F-HR O / Realty Income Corp. 3,540 0 -100.00 202 0 -100.00
2018-03-31 13F-HR BF.B / Brown-Forman Corp. 3,015 0 -100.00 207 0 -100.00
2018-03-31 13F-HR FNV / Franco-Nevada Corp. 2,360 0 -100.00 237 0 -100.00
2018-03-31 13F-HR TAP / Molson Coors Brewing Co. 2,657 0 -100.00 218 0 -100.00
2018-03-31 13F-HR DOV / Dover Corp. 2,122 0 -100.00 214 0 -100.00
2018-03-31 13F-HR DVMT / Dell Technologies Inc. 2,586 0 -100.00 210 0 -100.00
2018-03-31 13F-HR MHK / Mohawk Industries, Inc. 788 0 -100.00 217 0 -100.00
2018-03-31 13F-HR CERN / Cerner Corp. 3,704 0 -100.00 250 0 -100.00
2018-03-31 13F-HR AGU / Agrium Inc. 1,523 0 -100.00 220 0 -100.00
2018-03-31 13F-HR DVN / Devon Energy Corp. 6,295 0 -100.00 261 0 -100.00
2018-03-31 13F-HR CAG / ConAgra Foods, Inc. 5,497 0 -100.00 207 0 -100.00
2018-03-31 13F-HR CRM / Salesforce.com, Inc. Call 3,500 0 -100.00 358 0 -100.00
2018-03-31 13F-HR LBTYA / Liberty Global plc (Class A) 6,727 0 -100.00 228 0 -100.00
2018-03-31 13F-HR PFG / Principal Financial Group, Inc. 3,290 0 -100.00 232 0 -100.00
2018-03-31 13F-HR VMC / Vulcan Materials Co. 1,580 0 -100.00 203 0 -100.00
2018-03-31 13F-HR DIS / The Walt Disney Co. Call 11,000 0 -100.00 1,183 0 -100.00
2018-03-31 13F-HR AWK / American Water Works Co., Inc. 2,280 0 -100.00 209 0 -100.00
2018-03-31 13F-HR POT / Potash Corp. of Saskatchewan, Inc. 8,853 0 -100.00 228 0 -100.00
2018-03-31 13F-HR FISV / Fiserv, Inc. 2,653 0 -100.00 348 0 -100.00
2018-03-31 13F-HR VTR / Ventas, Inc. 4,522 0 -100.00 271 0 -100.00
2018-03-31 13F-HR AZO / AutoZone, Inc. 310 0 -100.00 221 0 -100.00
2018-03-31 13F-HR WFC.PRL / Wells Fargo & Co., 7.50% Non-Cumul Perp Conv Cl A Preferred Stock, Series L 500 0 -100.00 657 0 -100.00
2018-03-31 13F-HR FAST / Fastenal Co. 3,727 0 -100.00 204 0 -100.00
2018-03-31 13F-HR FTS / Fortis Inc. 4,625 0 -100.00 213 0 -100.00
2018-03-31 13F-HR TECK / Teck Resources Ltd. 6,718 0 -100.00 221 0 -100.00
2018-03-31 13F-HR XLF / SPDR Financial Select Sector ETF Call 2,344,000 0 -100.00 65,421 0 -100.00
2018-03-31 13F-HR DHI / D.R. Horton, Inc. 4,233 0 -100.00 216 0 -100.00
2018-03-31 13F-HR INFO / Metro One Telecommunications, Inc. 4,455 0 -100.00 201 0 -100.00
2018-03-31 13F-HR TMUS / T-Mobile US, Inc. 3,478 0 -100.00 221 0 -100.00
2018-03-31 13F-HR CTL / CenturyLink, Inc. 10,494 0 -100.00 175 0 -100.00
2018-03-31 13F-HR XLNX / Xilinx, Inc. 3,084 0 -100.00 208 0 -100.00
2018-03-31 13F-HR AFL / AFLAC, Inc. 4,837 0 -100.00 425 0 -100.00
2018-03-31 13F-HR CAH / Cardinal Health, Inc. 3,467 0 -100.00 212 0 -100.00
2018-03-31 13F-HR APA / Apache Corp. 4,816 0 -100.00 203 0 -100.00
2018-03-31 13F-HR GM / General Motors Company Call 60,000 0 -100.00 2,459 0 -100.00
2018-03-31 13F-HR HLT / Hilton Worldwide Holdings Inc. 2,601 0 -100.00 208 0 -100.00
2018-03-31 13F-HR MYL / Mylan N.V. 4,938 0 -100.00 209 0 -100.00
2018-03-31 13F-HR RSG / Republic Services, Inc. 3,327 0 -100.00 225 0 -100.00
2018-03-31 13F-HR BBY / Best Buy Co., Inc. 2,966 0 -100.00 203 0 -100.00
2018-03-31 13F-HR LH / Laboratory Corp. of America Holdings 1,297 0 -100.00 207 0 -100.00
2018-03-31 13F-HR BKNG / Booking Holdings Inc. 1,905.74 488 930
2018-03-31 13F-HR NICE SYS INC / NOTE 1.250% 1/1 (65366HAB9) 1,347
2018-03-31 13F-HR 22943FAF7 / Ctrip.com International, Ltd. Bond 1.000% 7/0 1,407
2018-03-31 13F-HR BLACKSTONE MTG TR INC / NOTE 4.750% 3/1 (09257WAC4) 2,956
2018-03-31 13F-HR GUIDEWIRE SOFTWARE INC / NOTE 1.250% 3/1 (40171VAA8) 7,843
2018-03-31 13F-HR HERCULES CAPITAL INC / DBCV 4.375% 2/0 (427096AF9) 8,665
2018-03-31 13F-HR ARES CAP CORP / NOTE 3.750% 2/0 (04010LAT0) 10,047
2018-03-31 13F-HR LUMENTUM HLDGS INC / NOTE 0.250% 3/1 (55024UAB5) 23,394
2018-03-31 13F-HR MICROCHIP TECHNOLOGY INC / NOTE 1.625% 2/1 (595017AF1) 84,620
2018-03-31 13F-HR BK / Bank of New York Mellon Corp. (The) Call 51.53 51,500 2,654
2018-03-31 13F-HR PRU / Prudential Financial, Inc. Call 103.56 29,800 3,086
2018-03-31 13F-HR BLK / BlackRock, Inc. Call 541.72 5,800 3,142
2018-03-31 13F-HR MET / MetLife, Inc. Call 45.89 99,000 4,543
2018-03-31 13F-HR GIB / CGI Group Inc. 74.40 3,226 240
2018-03-31 13F-HR NTR / Nutrien Ltd. 60.83 6,263 381
2018-03-31 13F-HR WP / Worldpay, Inc. 82.26 5,847 481