Lombard Odier Asset Management 13F-HR Quarterly holdings report by institutional manager

The Securities and Exchange Commission has not necessarily reviewed the information in this filing and has not determined if it is accurate and complete.
The reader should not assume that the information is accurate and complete.

UNITED STATES SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
FORM 13F

FORM 13F INFORMATION TABLE

OMB APPROVAL

OMB Number:		3235-0006
Expires:	Oct 31, 2018
Estimated average burden
hours per response:		23.8

COLUMN 1	COLUMN 2	COLUMN 3	COLUMN 4	COLUMN 5			COLUMN 6	COLUMN 7	COLUMN 8
			VALUE	SHRS OR	SH/	PUT/	INVESTMENT	OTHER	VOTING AUTHORITY
NAME OF ISSUER	TITLE OF CLASS	CUSIP	(x$1000)	PRN AMT	PRN	CALL	DISCRETION	MANAGER	SOLE	SHARED	NONE
3M CO	COM	88579Y101	1,260	6,065	SH		SOLE		6,065	0	0
ABBOTT LABS	COM	002824100	1,435	17,951	SH		SOLE		17,951	0	0
ABBVIE INC	COM	00287Y109	1,231	15,274	SH		SOLE		15,274	0	0
ACCENTURE PLC IRELAND	SHS CLASS A	G1151C101	1,164	6,613	SH		SOLE		6,613	0	0
ACTIVISION BLIZZARD INC	COM	00507V109	331	7,264	SH		SOLE		7,264	0	0
ADOBE INC	COM	00724F101	1,300	4,879	SH		SOLE		4,879	0	0
ADVANCED MICRO DEVICES INC	COM	007903107	208	8,142	SH		SOLE		8,142	0	0
AFLAC INC	COM	001055102	405	8,094	SH		SOLE		8,094	0	0
AGILENT TECHNOLOGIES INC	COM	00846U101	299	3,716	SH		SOLE		3,716	0	0
AIR PRODS & CHEMS INC	COM	009158106	452	2,366	SH		SOLE		2,366	0	0
ALEXION PHARMACEUTICALS INC	COM	015351109	333	2,462	SH		SOLE		2,462	0	0
ALIGN TECHNOLOGY INC	COM	016255101	208	730	SH		SOLE		730	0	0
ALLERGAN PLC	SHS	G0177J108	514	3,512	SH		SOLE		3,512	0	0
ALLSTATE CORP	COM	020002101	347	3,681	SH		SOLE		3,681	0	0
ALPHABET INC	CAP STK CL A	02079K305	3,544	3,011	SH		SOLE		3,011	0	0
ALPHABET INC	CAP STK CL C	02079K107	3,721	3,171	SH		SOLE		3,171	0	0
AMAZON COM INC	COM	023135106	7,435	4,175	SH		SOLE		4,175	0	0
AMAZON COM INC	COM	023135106	13,712	7,700	SH	Call	SOLE		7,700	0	0
AMEREN CORP	COM	023608102	203	2,758	SH		SOLE		2,758	0	0
AMERICAN ELEC PWR CO INC	COM	025537101	451	5,391	SH		SOLE		5,391	0	0
AMERICAN EXPRESS CO	COM	025816109	273	2,500	SH	Call	SOLE		2,500	0	0
AMERICAN EXPRESS CO	COM	025816109	790	7,232	SH		SOLE		7,232	0	0
AMERICAN INTL GROUP INC	COM NEW	026874784	406	9,435	SH		SOLE		9,435	0	0
AMERICAN RLTY CAP PPTYS INC	NOTE 3.750%12/1	02917TAB0	7,193	7,125,000	PRN		SOLE		7,125,000	0	0
AMERICAN TOWER CORP NEW	COM	03027X100	913	4,632	SH		SOLE		4,632	0	0
AMERICAN WTR WKS CO INC NEW	COM	030420103	215	2,059	SH		SOLE		2,059	0	0
AMERIPRISE FINL INC	COM	03076C106	203	1,583	SH		SOLE		1,583	0	0
AMETEK INC NEW	COM	031100100	233	2,811	SH		SOLE		2,811	0	0
AMGEN INC	COM	031162100	1,297	6,826	SH		SOLE		6,826	0	0
AMPHENOL CORP NEW	CL A	032095101	325	3,437	SH		SOLE		3,437	0	0
ANADARKO PETE CORP	COM	032511107	279	6,138	SH		SOLE		6,138	0	0
ANALOG DEVICES INC	COM	032654105	427	4,052	SH		SOLE		4,052	0	0
ANNALY CAP MGMT INC	COM	035710409	173	17,342	SH		SOLE		17,342	0	0
ANTHEM INC	COM	036752103	764	2,662	SH		SOLE		2,662	0	0
AON PLC	SHS CL A	G0408V102	455	2,663	SH		SOLE		2,663	0	0
APOLLO COML REAL EST FIN INC	NOTE 4.750% 8/2	03762UAB1	3,644	3,700,000	PRN		SOLE		3,700,000	0	0
APPLE INC	COM	037833100	9,094	47,877	SH		SOLE		47,877	0	0
APPLIED MATLS INC	COM	038222105	411	10,355	SH		SOLE		10,355	0	0
APTIV PLC	SHS	G6095L109	222	2,795	SH		SOLE		2,795	0	0
ARCHER DANIELS MIDLAND CO	COM	039483102	282	6,546	SH		SOLE		6,546	0	0
ARES CAP CORP	NOTE 3.750% 2/0	04010LAT0	4,221	4,200,000	PRN		SOLE		4,200,000	0	0
AT&T INC	COM	00206R102	2,278	72,640	SH		SOLE		72,640	0	0
AUTODESK INC	COM	052769106	358	2,299	SH		SOLE		2,299	0	0
AUTOMATIC DATA PROCESSING IN	COM	053015103	743	4,651	SH		SOLE		4,651	0	0
AUTOZONE INC	COM	053332102	275	269	SH		SOLE		269	0	0
AVALONBAY CMNTYS INC	COM	053484101	319	1,591	SH		SOLE		1,591	0	0
B2GOLD CORP	COM	11777Q209	32	11,537	SH		SOLE		11,537	0	0
BANK AMER CORP	COM	060505104	2,651	96,100	SH		SOLE		96,100	0	0
BANK MONTREAL QUE	COM	063671101	510	6,802	SH		SOLE		6,802	0	0
BANK N S HALIFAX	COM	064149107	695	13,040	SH		SOLE		13,040	0	0
BANK NEW YORK MELLON CORP	COM	064058100	538	10,672	SH		SOLE		10,672	0	0
BAXTER INTL INC	COM	071813109	438	5,392	SH		SOLE		5,392	0	0
BB&T CORP	COM	054937107	401	8,626	SH		SOLE		8,626	0	0
BECTON DICKINSON & CO	COM	075887109	713	2,857	SH		SOLE		2,857	0	0
BERKSHIRE HATHAWAY INC DEL	CL B NEW	084670702	2,634	13,111	SH		SOLE		13,111	0	0
BERKSHIRE HATHAWAY INC DEL	CL B NEW	084670702	3,716	18,500	SH	Call	SOLE		18,500	0	0
BIOGEN INC	COM	09062X103	521	2,204	SH		SOLE		2,204	0	0
BIOMARIN PHARMACEUTICAL INC	NOTE 0.599% 8/0	09061GAH4	13,188	12,823,000	PRN		SOLE		12,823,000	0	0
BLACKROCK CAPITAL INVESTMENT	NOTE 5.000% 6/1	092533AC2	8,401	8,175,000	PRN		SOLE		8,175,000	0	0
BLACKROCK INC	COM	09247X101	531	1,243	SH		SOLE		1,243	0	0
BLACKROCK INC	COM	09247X101	2,479	5,800	SH	Call	SOLE		5,800	0	0
BLACKROCK TCP CAPITAL CORP	NOTE 4.625% 3/0	87238QAD5	2,027	2,000,000	PRN		SOLE		2,000,000	0	0
BLACKSTONE MTG TR INC	NOTE 4.750% 3/1	09257WAC4	3,126	3,100,000	PRN		SOLE		3,100,000	0	0
BOOKING HLDGS INC	COM	09857L108	852	488	SH		SOLE		488	0	0
BOSTON PROPERTIES INC	COM	101121101	238	1,779	SH		SOLE		1,779	0	0
BOSTON SCIENTIFIC CORP	COM	101137107	572	14,905	SH		SOLE		14,905	0	0
BRISTOL MYERS SQUIBB CO	COM	110122108	801	16,793	SH		SOLE		16,793	0	0
BROADCOM INC	COM	11135F101	1,261	4,193	SH		SOLE		4,193	0	0
BROOKFIELD ASSET MGMT INC	CL A LTD VT SH	112585104	409	8,769	SH		SOLE		8,769	0	0
CANADIAN NAT RES LTD	COM	136385101	360	13,102	SH		SOLE		13,102	0	0
CANADIAN NATL RY CO	COM	136375102	698	7,789	SH		SOLE		7,789	0	0
CANADIAN PAC RY LTD	COM	13645T100	323	1,564	SH		SOLE		1,564	0	0
CAPITAL ONE FINL CORP	COM	14040H105	414	5,069	SH		SOLE		5,069	0	0
CARDTRONICS INC	NOTE 1.000%12/0	14161HAG3	2,785	2,800,000	PRN		SOLE		2,800,000	0	0
CARNIVAL CORP	UNIT 99/99/9999	143658300	247	4,870	SH		SOLE		4,870	0	0
CATERPILLAR INC DEL	COM	149123101	808	5,964	SH		SOLE		5,964	0	0
CELGENE CORP	COM	151020104	711	7,535	SH		SOLE		7,535	0	0
CEMEX SAB DE CV	NOTE 3.720% 3/1	151290BT9	6,773	6,800,000	PRN		SOLE		6,800,000	0	0
CENOVUS ENERGY INC	COM	15135U109	130	14,964	SH		SOLE		14,964	0	0
CERNER CORP	COM	156782104	210	3,670	SH		SOLE		3,670	0	0
CGI INC	CL A SUB VTG	12532H104	222	3,226	SH		SOLE		3,226	0	0
CHARTER COMMUNICATIONS INC N	CL A	16119P108	604	1,741	SH		SOLE		1,741	0	0
CHESAPEAKE ENERGY CORP	COM	165167107	33	10,506	SH		SOLE		10,506	0	0
CHUBB LIMITED	COM	H1467J104	669	4,774	SH		SOLE		4,774	0	0
CHURCH & DWIGHT INC	COM	171340102	231	3,245	SH		SOLE		3,245	0	0
CIGNA CORP NEW	COM	125523100	644	4,006	SH		SOLE		4,006	0	0
CINTAS CORP	COM	172908105	229	1,132	SH		SOLE		1,132	0	0
CISCO SYS INC	COM	17275R102	2,514	46,558	SH		SOLE		46,558	0	0
CITIGROUP INC	COM NEW	172967424	1,623	26,080	SH		SOLE		26,080	0	0
CLOROX CO DEL	COM	189054109	254	1,582	SH		SOLE		1,582	0	0
CME GROUP INC	COM CL A	12572Q105	612	3,719	SH		SOLE		3,719	0	0
COCA COLA CO	COM	191216100	1,945	41,503	SH		SOLE		41,503	0	0
COGNIZANT TECHNOLOGY SOLUTIO	CL A	192446102	451	6,231	SH		SOLE		6,231	0	0
COLGATE PALMOLIVE CO	COM	194162103	594	8,667	SH		SOLE		8,667	0	0
COMCAST CORP NEW	CL A	20030N101	1,843	46,100	SH		SOLE		46,100	0	0
CONCHO RES INC	COM	20605P101	261	2,354	SH		SOLE		2,354	0	0
CONOCOPHILLIPS	COM	20825C104	840	12,590	SH		SOLE		12,590	0	0
CONSOLIDATED EDISON INC	COM	209115104	301	3,552	SH		SOLE		3,552	0	0
CONSTELLATION BRANDS INC	CL A	21036P108	326	1,858	SH		SOLE		1,858	0	0
CORNING INC	COM	219350105	298	8,997	SH		SOLE		8,997	0	0
COSTCO WHSL CORP NEW	COM	22160K105	1,109	4,582	SH		SOLE		4,582	0	0
CRESCENT PT ENERGY CORP	COM	22576C101	36	11,113	SH		SOLE		11,113	0	0
CRITEO S A	SPONS ADS	226718104	15,223	760,000	SH		SOLE		760,000	0	0
CROWN CASTLE INTL CORP NEW	COM	22822V101	545	4,256	SH		SOLE		4,256	0	0
CSX CORP	COM	126408103	641	8,569	SH		SOLE		8,569	0	0
CTRIP COM INTL LTD	NOTE 1.250% 9/1	22943FAM2	2,030	2,000,000	PRN		SOLE		2,000,000	0	0
CUMMINS INC	COM	231021106	282	1,785	SH		SOLE		1,785	0	0
CVS HEALTH CORP	COM	126650100	728	13,495	SH		SOLE		13,495	0	0
CYPRESS SEMICONDUCTOR CORP	NOTE 2.000% 2/0	232806AP4	9,486	9,210,000	PRN		SOLE		9,210,000	0	0
DANAHER CORPORATION	COM	235851102	854	6,467	SH		SOLE		6,467	0	0
DEERE & CO	COM	244199105	524	3,276	SH		SOLE		3,276	0	0
DENBURY RES INC	COM NEW	247916208	25	12,235	SH		SOLE		12,235	0	0
DIGITAL RLTY TR INC	COM	253868103	288	2,417	SH		SOLE		2,417	0	0
DISCOVER FINL SVCS	COM	254709108	279	3,918	SH		SOLE		3,918	0	0
DISNEY WALT CO	COM DISNEY	254687106	1,992	17,943	SH		SOLE		17,943	0	0
DOLLAR GEN CORP NEW	COM	256677105	354	2,971	SH		SOLE		2,971	0	0
DOLLAR TREE INC	COM	256746108	260	2,479	SH		SOLE		2,479	0	0
DOMINION ENERGY INC	COM	25746U109	594	7,749	SH		SOLE		7,749	0	0
DOWDUPONT INC	COM	26078J100	1,256	23,563	SH		SOLE		23,563	0	0
DTE ENERGY CO	COM	233331107	255	2,047	SH		SOLE		2,047	0	0
DUKE ENERGY CORP NEW	COM NEW	26441C204	658	7,306	SH		SOLE		7,306	0	0
DXC TECHNOLOGY CO	COM	23355L106	204	3,179	SH		SOLE		3,179	0	0
E L F BEAUTY INC	COM	26856L103	113	10,647	SH		SOLE		10,647	0	0
EBAY INC	COM	278642103	378	10,184	SH		SOLE		10,184	0	0
ECOLAB INC	COM	278865100	502	2,845	SH		SOLE		2,845	0	0
EDISON INTL	COM	281020107	239	3,856	SH		SOLE		3,856	0	0
EDWARDS LIFESCIENCES CORP	COM	28176E108	402	2,103	SH		SOLE		2,103	0	0
ELECTRONIC ARTS INC	COM	285512109	311	3,062	SH		SOLE		3,062	0	0
EMERSON ELEC CO	COM	291011104	463	6,768	SH		SOLE		6,768	0	0
ENBRIDGE INC	COM	29250N105	344	9,476	SH		SOLE		9,476	0	0
ENTERGY CORP NEW	COM	29364G103	208	2,173	SH		SOLE		2,173	0	0
EOG RES INC	COM	26875P101	596	6,258	SH		SOLE		6,258	0	0
EQUINIX INC	COM	29444U700	398	878	SH		SOLE		878	0	0
EQUITY RESIDENTIAL	SH BEN INT	29476L107	318	4,219	SH		SOLE		4,219	0	0
ESSEX PPTY TR INC	COM	297178105	208	720	SH		SOLE		720	0	0
EVERSOURCE ENERGY	COM	30040W108	246	3,474	SH		SOLE		3,474	0	0
EXACT SCIENCES CORP	NOTE 0.375% 3/1	30063PAB1	40,260	39,355,000	PRN		SOLE		39,355,000	0	0
EXELON CORP	COM	30161N101	522	10,412	SH		SOLE		10,412	0	0
EXXON MOBIL CORP	COM	30231G102	3,471	42,963	SH		SOLE		42,963	0	0
FACEBOOK INC	CL A	30303M102	4,028	24,163	SH		SOLE		24,163	0	0
FASTENAL CO	COM	311900104	203	3,164	SH		SOLE		3,164	0	0
FEDEX CORP	COM	31428X106	464	2,557	SH		SOLE		2,557	0	0
FIDELITY NATL INFORMATION SV	COM	31620M106	414	3,657	SH		SOLE		3,657	0	0
FIFTH THIRD BANCORP	COM	316773100	236	9,342	SH		SOLE		9,342	0	0
FISERV INC	COM	337738108	403	4,568	SH		SOLE		4,568	0	0
FLEETCOR TECHNOLOGIES INC	COM	339041105	240	973	SH		SOLE		973	0	0
FORD MTR CO DEL	COM	345370860	346	39,364	SH		SOLE		39,364	0	0
FORTIVE CORP	COM	34959J108	301	3,591	SH		SOLE		3,591	0	0
GENERAL ELECTRIC CO	COM	369604103	871	87,177	SH		SOLE		87,177	0	0
GENERAL MLS INC	COM	370334104	328	6,345	SH		SOLE		6,345	0	0
GENERAL MTRS CO	COM	37045V100	493	13,282	SH		SOLE		13,282	0	0
GILEAD SCIENCES INC	COM	375558103	325	5,000	SH	Call	SOLE		5,000	0	0
GILEAD SCIENCES INC	COM	375558103	864	13,285	SH		SOLE		13,285	0	0
GLOBAL PMTS INC	COM	37940X102	235	1,719	SH		SOLE		1,719	0	0
GOLDMAN SACHS GROUP INC	COM	38141G104	710	3,698	SH		SOLE		3,698	0	0
GRAN TIERRA ENERGY INC	COM	38500T101	28	12,326	SH		SOLE		12,326	0	0
GUIDEWIRE SOFTWARE INC	NOTE 1.250% 3/1	40171VAA8	16,431	15,085,000	PRN		SOLE		15,085,000	0	0
HALLIBURTON CO	COM	406216101	273	9,312	SH		SOLE		9,312	0	0
HARRIS CORP DEL	COM	413875105	239	1,495	SH		SOLE		1,495	0	0
HCA HEALTHCARE INC	COM	40412C101	385	2,952	SH		SOLE		2,952	0	0
HCP INC	COM	40414L109	201	6,425	SH		SOLE		6,425	0	0
HERCULES CAPITAL INC	DBCV 4.375% 2/0	427096AF9	5,520	5,650,000	PRN		SOLE		5,650,000	0	0
HESS CORP	COM	42809H107	208	3,453	SH		SOLE		3,453	0	0
HEWLETT PACKARD ENTERPRISE C	COM	42824C109	264	17,101	SH		SOLE		17,101	0	0
HILTON WORLDWIDE HLDGS INC	COM	43300A203	277	3,334	SH		SOLE		3,334	0	0
HOME DEPOT INC	COM	437076102	2,218	11,557	SH		SOLE		11,557	0	0
HONEYWELL INTL INC	COM	438516106	1,210	7,615	SH		SOLE		7,615	0	0
HP INC	COM	40434L105	346	17,789	SH		SOLE		17,789	0	0
HUMANA INC	COM	444859102	390	1,467	SH		SOLE		1,467	0	0
HUNTINGTON BANCSHARES INC	COM	446150104	140	11,073	SH		SOLE		11,073	0	0
IHS MARKIT LTD	SHS	G47567105	220	4,039	SH		SOLE		4,039	0	0
ILLINOIS TOOL WKS INC	COM	452308109	467	3,252	SH		SOLE		3,252	0	0
ILLUMINA INC	COM	452327109	494	1,589	SH		SOLE		1,589	0	0
ILLUMINA INC	NOTE 0.500% 6/1	452327AH2	22,636	16,713,000	PRN		SOLE		16,713,000	0	0
INGERSOLL-RAND PLC	SHS	G47791101	301	2,784	SH		SOLE		2,784	0	0
INTEL CORP	COM	458140100	322	6,000	SH	Call	SOLE		6,000	0	0
INTEL CORP	COM	458140100	2,489	46,343	SH		SOLE		46,343	0	0
INTERCONTINENTAL EXCHANGE IN	COM	45866F104	472	6,205	SH		SOLE		6,205	0	0
INTERNATIONAL BUSINESS MACHS	COM	459200101	1,309	9,275	SH		SOLE		9,275	0	0
INTL PAPER CO	COM	460146103	200	4,316	SH		SOLE		4,316	0	0
INTUIT	COM	461202103	620	2,371	SH		SOLE		2,371	0	0
INTUITIVE SURGICAL INC	COM NEW	46120E602	638	1,119	SH		SOLE		1,119	0	0
IQVIA HLDGS INC	COM	46266C105	284	1,977	SH		SOLE		1,977	0	0
J2 GLOBAL INC	NOTE 3.250% 6/1	48123VAC6	2,824	2,100,000	PRN		SOLE		2,100,000	0	0
JAZZ INVESTMENTS I LTD	NOTE 1.500% 8/1	472145AD3	28,332	28,900,000	PRN		SOLE		28,900,000	0	0
JOHNSON & JOHNSON	COM	478160104	3,787	27,092	SH		SOLE		27,092	0	0
JOHNSON CTLS INTL PLC	SHS	G51502105	348	9,427	SH		SOLE		9,427	0	0
JPMORGAN CHASE & CO	COM	46625H100	3,447	34,050	SH		SOLE		34,050	0	0
KEYCORP NEW	COM	493267108	177	11,242	SH		SOLE		11,242	0	0
KIMBERLY CLARK CORP	COM	494368103	468	3,778	SH		SOLE		3,778	0	0
KINDER MORGAN INC DEL	COM	49456B101	439	21,918	SH		SOLE		21,918	0	0
KINROSS GOLD CORP	COM	496902404	50	14,649	SH		SOLE		14,649	0	0
KLA-TENCOR CORP	COM	482480100	246	2,056	SH		SOLE		2,056	0	0
KRAFT HEINZ CO	COM	500754106	247	7,554	SH		SOLE		7,554	0	0
KROGER CO	COM	501044101	235	9,550	SH		SOLE		9,550	0	0
LAM RESEARCH CORP	COM	512807108	324	1,811	SH		SOLE		1,811	0	0
LAS VEGAS SANDS CORP	COM	517834107	269	4,407	SH		SOLE		4,407	0	0
LAUDER ESTEE COS INC	CL A	518439104	409	2,468	SH		SOLE		2,468	0	0
LIBERTY MEDIA CORP DELAWARE	NOTE 1.375%10/1	531229AB8	786	700,000	PRN		SOLE		700,000	0	0
LIBERTY MEDIA CORP DELAWARE	NOTE 1.000% 1/3	531229AF9	6,169	5,500,000	PRN		SOLE		5,500,000	0	0
LILLY ELI & CO	COM	532457108	1,340	10,327	SH		SOLE		10,327	0	0
LIVE NATION ENTERTAINMENT IN	NOTE 2.500% 3/1	538034AQ2	18,900	16,350,000	PRN		SOLE		16,350,000	0	0
LOWES COS INC	COM	548661107	907	8,288	SH		SOLE		8,288	0	0
LYONDELLBASELL INDUSTRIES N	SHS - A -	N53745100	302	3,594	SH		SOLE		3,594	0	0
M & T BK CORP	COM	55261F104	231	1,473	SH		SOLE		1,473	0	0
MACQUARIE INFRASTRUCTURE COR	NOTE 2.000%10/0	55608BAB1	7,118	8,010,000	PRN		SOLE		8,010,000	0	0
MACQUARIE INFRASTRUCTURE COR	NOTE 2.875% 7/1	55608BAA3	19,913	19,870,000	PRN		SOLE		19,870,000	0	0
MANULIFE FINL CORP	COM	56501R106	376	22,212	SH		SOLE		22,212	0	0
MARATHON OIL CORP	COM	565849106	169	10,132	SH		SOLE		10,132	0	0
MARATHON PETE CORP	COM	56585A102	450	7,527	SH		SOLE		7,527	0	0
MARRIOTT INTL INC NEW	CL A	571903202	380	3,035	SH		SOLE		3,035	0	0
MARSH & MCLENNAN COS INC	COM	571748102	492	5,240	SH		SOLE		5,240	0	0
MASTERCARD INC	CL A	57636Q104	2,205	9,365	SH		SOLE		9,365	0	0
MCCORMICK & CO INC	COM NON VTG	579780206	223	1,481	SH		SOLE		1,481	0	0
MCDONALDS CORP	COM	580135101	1,521	8,012	SH		SOLE		8,012	0	0
MCKESSON CORP	COM	58155Q103	245	2,093	SH		SOLE		2,093	0	0
MEDTRONIC PLC	SHS	G5960L103	1,269	13,928	SH		SOLE		13,928	0	0
MERCADOLIBRE INC	COM	58733R102	249	490	SH		SOLE		490	0	0
MERCK & CO INC	COM	58933Y105	2,258	27,147	SH		SOLE		27,147	0	0
MERITOR INC	NOTE 3.250%10/1	59001KAF7	2,734	2,780,000	PRN		SOLE		2,780,000	0	0
METLIFE INC	COM	59156R108	384	9,015	SH		SOLE		9,015	0	0
METLIFE INC	COM	59156R108	3,959	93,000	SH	Call	SOLE		93,000	0	0
METTLER TOLEDO INTERNATIONAL	COM	592688105	240	332	SH		SOLE		332	0	0
MICROCHIP TECHNOLOGY INC	NOTE 1.625% 2/1	595017AF1	69,421	62,766,000	PRN		SOLE		62,766,000	0	0
MICRON TECHNOLOGY INC	COM	595112103	491	11,881	SH		SOLE		11,881	0	0
MICROSOFT CORP	COM	594918104	8,638	73,244	SH		SOLE		73,244	0	0
MICROSOFT CORP	COM	594918104	33,731	286,000	SH	Call	SOLE		286,000	0	0
MONSTER BEVERAGE CORP NEW	COM	61174X109	277	5,076	SH		SOLE		5,076	0	0
MOODYS CORP	COM	615369105	348	1,922	SH		SOLE		1,922	0	0
MORGAN STANLEY	COM NEW	617446448	595	14,094	SH		SOLE		14,094	0	0
MOTOROLA SOLUTIONS INC	COM NEW	620076307	256	1,826	SH		SOLE		1,826	0	0
NABORS INDS INC NEW	NOTE 0.750% 1/1	62957HAB1	2,933	4,115,000	PRN		SOLE		4,115,000	0	0
NETFLIX INC	COM	64110L106	1,583	4,441	SH		SOLE		4,441	0	0
NEWMONT MNG CORP	COM	651639106	225	6,277	SH		SOLE		6,277	0	0
NEXTERA ENERGY INC	COM	65339F101	927	4,794	SH		SOLE		4,794	0	0
NIKE INC	CL B	654106103	1,116	13,257	SH		SOLE		13,257	0	0
NORFOLK SOUTHERN CORP	COM	655844108	520	2,782	SH		SOLE		2,782	0	0
NORTHERN TR CORP	COM	665859104	216	2,384	SH		SOLE		2,384	0	0
NUANCE COMMUNICATIONS INC	DBCV 1.000%12/1	67020YAK6	17,554	18,723,000	PRN		SOLE		18,723,000	0	0
NUCOR CORP	COM	670346105	216	3,701	SH		SOLE		3,701	0	0
NUTRIEN LTD	COM	67077M108	331	6,263	SH		SOLE		6,263	0	0
NUVASIVE INC	NOTE 2.250% 3/1	670704AG0	10,237	9,215,000	PRN		SOLE		9,215,000	0	0
NVIDIA CORP	COM	67066G104	1,050	5,846	SH		SOLE		5,846	0	0
NXP SEMICONDUCTORS N V	COM	N6596X109	323	3,649	SH		SOLE		3,649	0	0
NXP SEMICONDUCTORS N V	NOTE 1.000%12/0	62952QAB6	28,566	27,613,000	PRN		SOLE		27,613,000	0	0
O REILLY AUTOMOTIVE INC NEW	COM	67103H107	323	831	SH		SOLE		831	0	0
OBSIDIAN ENERGY LTD	COM	674482104	3	12,664	SH		SOLE		12,664	0	0
OCCIDENTAL PETE CORP	COM	674599105	531	8,017	SH		SOLE		8,017	0	0
ON SEMICONDUCTOR CORP	NOTE 1.000%12/0	682189AK1	13,082	10,490,000	PRN		SOLE		10,490,000	0	0
ON SEMICONDUCTOR CORP	NOTE 1.625%10/1	682189AP0	16,278	13,127,000	PRN		SOLE		13,127,000	0	0
ONEOK INC NEW	COM	682680103	310	4,445	SH		SOLE		4,445	0	0
ORACLE CORP	COM	68389X105	1,529	28,472	SH		SOLE		28,472	0	0
PACCAR INC	COM	693718108	269	3,948	SH		SOLE		3,948	0	0
PALO ALTO NETWORKS INC	COM	697435105	242	997	SH		SOLE		997	0	0
PARKER HANNIFIN CORP	COM	701094104	262	1,526	SH		SOLE		1,526	0	0
PAYCHEX INC	COM	704326107	298	3,713	SH		SOLE		3,713	0	0
PAYPAL HLDGS INC	COM	70450Y103	1,178	11,348	SH		SOLE		11,348	0	0
PEMBINA PIPELINE CORP	COM	706327103	228	6,201	SH		SOLE		6,201	0	0
PEPSICO INC	COM	713448108	1,761	14,370	SH		SOLE		14,370	0	0
PFIZER INC	COM	717081103	2,521	59,368	SH		SOLE		59,368	0	0
PHILLIPS 66	COM	718546104	444	4,661	SH		SOLE		4,661	0	0
PIONEER NAT RES CO	COM	723787107	285	1,871	SH		SOLE		1,871	0	0
PNC FINL SVCS GROUP INC	COM	693475105	600	4,888	SH		SOLE		4,888	0	0
PPG INDS INC	COM	693506107	322	2,851	SH		SOLE		2,851	0	0
PPL CORP	COM	69351T106	246	7,756	SH		SOLE		7,756	0	0
PRICE T ROWE GROUP INC	COM	74144T108	266	2,659	SH		SOLE		2,659	0	0
PRICELINE GRP INC	NOTE 0.350% 6/1	741503AS5	29,530	21,729,000	PRN		SOLE		21,729,000	0	0
PRICELINE GRP INC	NOTE 0.900% 9/1	741503AX4	35,080	31,565,000	PRN		SOLE		31,565,000	0	0
PROCTER AND GAMBLE CO	COM	742718109	2,643	25,401	SH		SOLE		25,401	0	0
PROGRESSIVE CORP OHIO	COM	743315103	418	5,797	SH		SOLE		5,797	0	0
PROLOGIS INC	COM	74340W103	508	7,057	SH		SOLE		7,057	0	0
PROSPECT CAPITAL CORPORATION	NOTE 4.950% 7/1	74348TAR3	5,753	5,775,000	PRN		SOLE		5,775,000	0	0
PROSPECT CAPITAL CORPORATION	NOTE 4.750% 4/1	74348TAQ5	40,544	39,420,000	PRN		SOLE		39,420,000	0	0
PRUDENTIAL FINL INC	COM	744320102	399	4,347	SH		SOLE		4,347	0	0
PRUDENTIAL FINL INC	COM	744320102	2,738	29,800	SH	Call	SOLE		29,800	0	0
PUBLIC STORAGE	COM	74460D109	368	1,692	SH		SOLE		1,692	0	0
PUBLIC SVC ENTERPRISE GRP IN	COM	744573106	343	5,773	SH		SOLE		5,773	0	0
QIAGEN NV	DEBT 1.000%11/1	N72482AT4	28,014	25,600,000	PRN		SOLE		25,600,000	0	0
QUALCOMM INC	COM	747525103	669	11,730	SH		SOLE		11,730	0	0
REALTY INCOME CORP	COM	756109104	231	3,137	SH		SOLE		3,137	0	0
RED HAT INC	COM	756577102	343	1,878	SH		SOLE		1,878	0	0
REGENERON PHARMACEUTICALS	COM	75886F107	362	882	SH		SOLE		882	0	0
REGIONS FINL CORP NEW	COM	7591EP100	176	12,423	SH		SOLE		12,423	0	0
REPUBLIC SVCS INC	COM	760759100	238	2,962	SH		SOLE		2,962	0	0
RINGCENTRAL INC	NOTE 3/1	76680RAD9	16,971	11,955,000	PRN		SOLE		11,955,000	0	0
ROCKWELL AUTOMATION INC	COM	773903109	258	1,468	SH		SOLE		1,468	0	0
ROGERS COMMUNICATIONS INC	CL B	775109200	222	4,126	SH		SOLE		4,126	0	0
ROPER TECHNOLOGIES INC	COM	776696106	392	1,146	SH		SOLE		1,146	0	0
ROSS STORES INC	COM	778296103	356	3,824	SH		SOLE		3,824	0	0
ROYAL BK CDA MONTREAL QUE	COM	780087102	1,100	14,560	SH		SOLE		14,560	0	0
ROYAL CARIBBEAN CRUISES LTD	COM	V7780T103	217	1,890	SH		SOLE		1,890	0	0
S&P GLOBAL INC	COM	78409V104	552	2,622	SH		SOLE		2,622	0	0
SALESFORCE COM INC	COM	79466L302	1,165	7,354	SH		SOLE		7,354	0	0
SBA COMMUNICATIONS CORP NEW	CL A	78410G104	252	1,264	SH		SOLE		1,264	0	0
SCHLUMBERGER LTD	COM	806857108	639	14,667	SH		SOLE		14,667	0	0
SEMPRA ENERGY	COM	816851109	334	2,652	SH		SOLE		2,652	0	0
SERVICENOW INC	COM	81762P102	459	1,863	SH		SOLE		1,863	0	0
SHERWIN WILLIAMS CO	COM	824348106	385	893	SH		SOLE		893	0	0
SIMON PPTY GROUP INC NEW	COM	828806109	595	3,268	SH		SOLE		3,268	0	0
SIRIUS XM HLDGS INC	COM	82968B103	128	22,583	SH		SOLE		22,583	0	0
SOLARCITY CORP	NOTE 1.625%11/0	83416TAC4	4,398	4,550,000	PRN		SOLE		4,550,000	0	0
SOUTHERN CO	COM	842587107	540	10,456	SH		SOLE		10,456	0	0
SPIRIT RLTY CAP INC NEW	NOTE 3.750% 5/1	84860WAB8	2,640	2,600,000	PRN		SOLE		2,600,000	0	0
SPIRIT RLTY CAP INC NEW	NOTE 2.875% 5/1	84860WAA0	17,928	17,750,000	PRN		SOLE		17,750,000	0	0
SQUARE INC	CL A	852234103	244	3,262	SH		SOLE		3,262	0	0
STANLEY BLACK & DECKER INC	COM	854502101	239	1,753	SH		SOLE		1,753	0	0
STARBUCKS CORP	COM	855244109	1,030	13,855	SH		SOLE		13,855	0	0
STATE STR CORP	COM	857477103	265	4,027	SH		SOLE		4,027	0	0
STRYKER CORP	COM	863667101	694	3,516	SH		SOLE		3,516	0	0
SUN LIFE FINL INC	COM	866796105	215	5,601	SH		SOLE		5,601	0	0
SUNCOR ENERGY INC NEW	COM	867224107	557	17,172	SH		SOLE		17,172	0	0
SUNPOWER CORP	DBCV 0.875% 6/0	867652AJ8	1,060	1,250,000	PRN		SOLE		1,250,000	0	0
SUNTRUST BKS INC	COM	867914103	303	5,109	SH		SOLE		5,109	0	0
SUPERNUS PHARMACEUTICALS INC	NOTE 0.625% 4/0	868459AD0	9,859	10,149,000	PRN		SOLE		10,149,000	0	0
SYNCHRONY FINL	COM	87165B103	250	7,824	SH		SOLE		7,824	0	0
SYNOPSYS INC	COM	871607107	224	1,941	SH		SOLE		1,941	0	0
SYSCO CORP	COM	871829107	372	5,573	SH		SOLE		5,573	0	0
T MOBILE US INC	COM	872590104	220	3,181	SH		SOLE		3,181	0	0
TARGET CORP	COM	87612E106	417	5,196	SH		SOLE		5,196	0	0
TE CONNECTIVITY LTD	REG SHS	H84989104	310	3,838	SH		SOLE		3,838	0	0
TESLA INC	COM	88160R101	352	1,258	SH		SOLE		1,258	0	0
TEVA PHARMACEUTICAL FIN LLC	DBCV 0.250% 2/0	88163VAE9	10,421	11,250,000	PRN		SOLE		11,250,000	0	0
TEVA PHARMACEUTICAL INDS LTD	SPONSORED ADS	881624209	162	10,357	SH		SOLE		10,357	0	0
TEXAS INSTRS INC	COM	882508104	1,054	9,937	SH		SOLE		9,937	0	0
THE CHARLES SCHWAB CORPORATI	COM	808513105	524	12,257	SH		SOLE		12,257	0	0
THERMO FISHER SCIENTIFIC INC	COM	883556102	1,150	4,203	SH		SOLE		4,203	0	0
TJX COS INC NEW	COM	872540109	688	12,932	SH		SOLE		12,932	0	0
TORONTO DOMINION BK ONT	COM NEW	891160509	1,031	18,971	SH		SOLE		18,971	0	0
TRANSCANADA CORP	COM	89353D107	436	9,702	SH		SOLE		9,702	0	0
TRANSDIGM GROUP INC	COM	893641100	296	651	SH		SOLE		651	0	0
TRAVELERS COMPANIES INC	COM	89417E109	388	2,828	SH		SOLE		2,828	0	0
TURQUOISE HILL RES LTD	COM	900435108	25	14,889	SH		SOLE		14,889	0	0
TWITTER INC	COM	90184L102	244	7,427	SH		SOLE		7,427	0	0
TWITTER INC	NOTE 1.000% 9/1	90184LAD4	7,747	8,241,000	PRN		SOLE		8,241,000	0	0
TWITTER INC	NOTE 0.250% 9/1	90184LAB8	8,775	8,900,000	PRN		SOLE		8,900,000	0	0
TYSON FOODS INC	CL A	902494103	234	3,372	SH		SOLE		3,372	0	0
UNION PACIFIC CORP	COM	907818108	1,289	7,707	SH		SOLE		7,707	0	0
UNITED PARCEL SERVICE INC	CL B	911312106	803	7,189	SH		SOLE		7,189	0	0
UNITED TECHNOLOGIES CORP	COM	913017109	1,105	8,577	SH		SOLE		8,577	0	0
UNITEDHEALTH GROUP INC	COM	91324P102	2,386	9,648	SH		SOLE		9,648	0	0
US BANCORP DEL	COM NEW	902973304	770	15,969	SH		SOLE		15,969	0	0
V F CORP	COM	918204108	301	3,458	SH		SOLE		3,458	0	0
VALERO ENERGY CORP NEW	COM	91913Y100	411	4,850	SH		SOLE		4,850	0	0
VANGUARD SCOTTSDALE FDS	INT-TERM CORP	92206C870	4,725	54,395	SH		SOLE		54,395	0	0
VENTAS INC	COM	92276F100	254	3,987	SH		SOLE		3,987	0	0
VEREIT INC	COM	92339V100	113	13,470	SH		SOLE		13,470	0	0
VERISK ANALYTICS INC	COM	92345Y106	216	1,625	SH		SOLE		1,625	0	0
VERIZON COMMUNICATIONS INC	COM	92343V104	2,454	41,501	SH		SOLE		41,501	0	0
VERTEX PHARMACEUTICALS INC	COM	92532F100	476	2,588	SH		SOLE		2,588	0	0
VIAVI SOLUTIONS INC	NOTE 1.000% 3/0	925550AB1	11,668	10,330,000	PRN		SOLE		10,330,000	0	0
VISA INC	COM CL A	92826C839	2,421	15,500	SH	Call	SOLE		15,500	0	0
VISA INC	COM CL A	92826C839	2,809	17,982	SH		SOLE		17,982	0	0
WALGREENS BOOTS ALLIANCE INC	COM	931427108	600	9,479	SH		SOLE		9,479	0	0
WASTE MGMT INC DEL	COM	94106L109	494	4,758	SH		SOLE		4,758	0	0
WATERS CORP	COM	941848103	229	910	SH		SOLE		910	0	0
WEATHERFORD INTL PLC	ORD SHS	G48833100	9	13,169	SH		SOLE		13,169	0	0
WEC ENERGY GROUP INC	COM	92939U106	283	3,578	SH		SOLE		3,578	0	0
WELLS FARGO CO NEW	COM	949746101	2,255	46,665	SH		SOLE		46,665	0	0
WELLTOWER INC	COM	95040Q104	327	4,210	SH		SOLE		4,210	0	0
WEYERHAEUSER CO	COM	962166104	224	8,500	SH		SOLE		8,500	0	0
WHITING PETE CORP NEW	NOTE 1.250% 4/0	966387AL6	6,873	7,050,000	PRN		SOLE		7,050,000	0	0
WILLIAMS COS INC DEL	COM	969457100	368	12,828	SH		SOLE		12,828	0	0
WILLIS TOWERS WATSON PUB LTD	SHS	G96629103	230	1,311	SH		SOLE		1,311	0	0
WORKDAY INC	CL A	98138H101	277	1,436	SH		SOLE		1,436	0	0
WORKDAY INC	NOTE 0.250%10/0	98138HAF8	44,742	31,620,000	PRN		SOLE		31,620,000	0	0
WORLDPAY INC	CL A	981558109	336	2,961	SH		SOLE		2,961	0	0
XCEL ENERGY INC	COM	98389B100	322	5,727	SH		SOLE		5,727	0	0
XILINX INC	COM	983919101	332	2,622	SH		SOLE		2,622	0	0
YUM BRANDS INC	COM	988498101	341	3,420	SH		SOLE		3,420	0	0
ZENDESK INC	NOTE 0.250% 3/1	98936JAB7	19,284	13,210,000	PRN		SOLE		13,210,000	0	0
ZILLOW GROUP INC	NOTE 2.000%12/0	98954MAB7	1,545	1,500,000	PRN		SOLE		1,500,000	0	0
ZILLOW GROUP INC	NOTE 1.500% 7/0	98954MAC5	2,571	2,800,000	PRN		SOLE		2,800,000	0	0
ZIMMER BIOMET HLDGS INC	COM	98956P102	264	2,070	SH		SOLE		2,070	0	0
ZOETIS INC	CL A	98978V103	510	5,071	SH		SOLE		5,071	0	0