Natixis Asset Management as of June 30, 2017
Portfolio Holdings for Natixis Asset Management
Natixis Asset Management holds 402 positions in its portfolio as reported in the June 2017 quarterly 13F filing
| Company (Ticker) | Portfolio Weight | Valued At | Change in Shares | Share Count | Share Price |
|---|---|---|---|---|---|
| Procter & Gamble Company (PG) | 10.6 | $121M | 1.4M | 87.15 | |
| General Electric Company | 7.0 | $80M | 3.0M | 27.09 | |
| iShares MSCI Emerging Markets Indx (EEM) | 3.9 | $45M | 1.1M | 41.37 | |
| iShares MSCI Mexico Inv. Mt. Idx. (EWW) | 3.5 | $40M | 734k | 54.15 | |
| Criteo Sa Ads (CRTO) | 3.2 | $37M | 749k | 49.04 | |
| PPG Industries (PPG) | 3.2 | $36M | 330k | 110.18 | |
| Amazon (AMZN) | 2.3 | $27M | 27k | 968.02 | |
| Thermo Fisher Scientific (TMO) | 2.3 | $26M | 150k | 174.46 | |
| Alphabet Inc Class A cs (GOOGL) | 2.0 | $22M | 24k | 929.74 | |
| Texas Instruments Incorporated (TXN) | 1.8 | $20M | 262k | 76.93 | |
| Edgewell Pers Care (EPC) | 1.7 | $20M | 261k | 76.02 | |
| Microsoft Corporation (MSFT) | 1.6 | $18M | 265k | 68.93 | |
| Visa (V) | 1.5 | $18M | 187k | 93.78 | |
| Ecolab (ECL) | 1.3 | $15M | 115k | 132.99 | |
| Acuity Brands (AYI) | 1.3 | $15M | 73k | 203.29 | |
| Danaher Corporation (DHR) | 1.3 | $15M | 172k | 84.39 | |
| Roper Industries (ROP) | 1.2 | $14M | 62k | 231.53 | |
| United Technologies Corporation | 1.2 | $14M | 114k | 122.11 | |
| Facebook Inc cl a (META) | 1.2 | $13M | 88k | 150.96 | |
| Ishares Inc etp (EWT) | 1.1 | $13M | 360k | 35.84 | |
| Nextera Energy (NEE) | 1.0 | $12M | 84k | 140.12 | |
| Coca-Cola Company (KO) | 1.0 | $11M | 248k | 44.85 | |
| MasterCard Incorporated (MA) | 0.9 | $11M | 89k | 121.46 | |
| iShares MSCI Pacific ex-Japan Idx (EPP) | 0.9 | $10M | 225k | 44.43 | |
| Apple (AAPL) | 0.9 | $9.8M | 68k | 144.03 | |
| American Water Works (AWK) | 0.9 | $9.8M | 126k | 77.96 | |
| Hexcel Corporation (HXL) | 0.8 | $9.6M | 182k | 52.79 | |
| Mondelez Int (MDLZ) | 0.8 | $9.6M | 222k | 43.19 | |
| Alphabet Inc Class C cs (GOOG) | 0.8 | $9.5M | 11k | 908.80 | |
| Group Cgi Cad Cl A | 0.8 | $9.4M | 184k | 51.02 | |
| Church & Dwight (CHD) | 0.8 | $8.9M | 172k | 51.88 | |
| Kraft Heinz (KHC) | 0.8 | $8.6M | 101k | 85.64 | |
| A. O. Smith Corporation (AOS) | 0.7 | $8.1M | 144k | 56.33 | |
| Marsh & McLennan Companies (MMC) | 0.7 | $8.1M | 103k | 78.24 | |
| Dr Pepper Snapple | 0.6 | $7.3M | 81k | 91.11 | |
| Hewlett Packard Enterprise (HPE) | 0.6 | $7.2M | 432k | 16.59 | |
| Brown-Forman Corporation (BF.B) | 0.6 | $6.4M | 131k | 48.60 | |
| Eli Lilly & Co. (LLY) | 0.6 | $6.3M | 76k | 82.97 | |
| Manitowoc Company | 0.5 | $6.0M | 998k | 6.01 | |
| Gilead Sciences (GILD) | 0.5 | $5.8M | 83k | 70.79 | |
| McDonald's Corporation (MCD) | 0.5 | $5.5M | 36k | 153.31 | |
| Pepsi (PEP) | 0.5 | $5.5M | 48k | 115.50 | |
| Kroger (KR) | 0.4 | $4.7M | 200k | 23.32 | |
| Ellie Mae | 0.4 | $4.5M | 41k | 109.92 | |
| International Flavors & Fragrances (IFF) | 0.4 | $4.4M | 33k | 135.01 | |
| Intuitive Surgical (ISRG) | 0.4 | $4.5M | 4.8k | 935.47 | |
| Watts Water Technologies (WTS) | 0.4 | $4.5M | 71k | 63.22 | |
| Consolidated Edison (ED) | 0.4 | $4.3M | 53k | 80.81 | |
| VMware | 0.4 | $4.3M | 49k | 87.42 | |
| Autoliv (ALV) | 0.4 | $4.2M | 38k | 108.98 | |
| UnitedHealth (UNH) | 0.3 | $3.9M | 21k | 185.42 | |
| Edison International (EIX) | 0.3 | $3.8M | 49k | 78.18 | |
| Becton, Dickinson and (BDX) | 0.3 | $3.7M | 19k | 195.08 | |
| Franco-Nevada Corporation (FNV) | 0.3 | $3.6M | 50k | 72.05 | |
| Xylem (XYL) | 0.3 | $3.7M | 67k | 55.43 | |
| iShares iBoxx $ High Yid Corp Bond (HYG) | 0.3 | $3.5M | 40k | 88.08 | |
| Johnson & Johnson (JNJ) | 0.3 | $3.4M | 26k | 132.52 | |
| American Express Company (AXP) | 0.3 | $3.3M | 39k | 84.24 | |
| Bank of America Corporation (BAC) | 0.3 | $3.3M | 135k | 24.26 | |
| Signature Bank (SBNY) | 0.3 | $3.2M | 22k | 143.52 | |
| Rockwell Collins | 0.3 | $3.0M | 29k | 104.99 | |
| Agnico (AEM) | 0.3 | $3.1M | 70k | 45.03 | |
| Waste Connections (WCN) | 0.3 | $3.0M | 47k | 64.41 | |
| Exxon Mobil Corporation (XOM) | 0.3 | $2.9M | 36k | 80.77 | |
| Monster Beverage Corp (MNST) | 0.3 | $3.0M | 61k | 49.67 | |
| JPMorgan Chase & Co. (JPM) | 0.2 | $2.7M | 30k | 91.40 | |
| Home Depot (HD) | 0.2 | $2.7M | 18k | 153.37 | |
| NVIDIA Corporation (NVDA) | 0.2 | $2.7M | 19k | 144.58 | |
| Credicorp (BAP) | 0.2 | $2.7M | 15k | 179.39 | |
| Berkshire Hathaway (BRK.B) | 0.2 | $2.5M | 15k | 169.38 | |
| Wells Fargo & Company (WFC) | 0.2 | $2.4M | 43k | 55.42 | |
| Adobe Systems Incorporated (ADBE) | 0.2 | $2.4M | 17k | 141.44 | |
| American Electric Power Company (AEP) | 0.2 | $2.4M | 35k | 69.46 | |
| PG&E Corporation (PCG) | 0.2 | $2.5M | 37k | 66.38 | |
| Agnc Invt Corp Com reit (AGNC) | 0.2 | $2.5M | 115k | 21.29 | |
| J.B. Hunt Transport Services (JBHT) | 0.2 | $2.3M | 26k | 91.40 | |
| Micron Technology (MU) | 0.2 | $2.3M | 78k | 29.87 | |
| Aqua America | 0.2 | $2.3M | 69k | 33.30 | |
| Morgan Stanley (MS) | 0.2 | $2.1M | 48k | 44.55 | |
| Applied Materials (AMAT) | 0.2 | $2.2M | 54k | 41.28 | |
| Citigroup (C) | 0.2 | $2.2M | 33k | 66.88 | |
| Chevron Corporation (CVX) | 0.2 | $2.1M | 20k | 104.35 | |
| Axis Capital Holdings (AXS) | 0.2 | $2.1M | 32k | 64.64 | |
| Albemarle Corporation (ALB) | 0.2 | $2.1M | 20k | 105.53 | |
| Amgen (AMGN) | 0.2 | $1.9M | 11k | 172.24 | |
| Honeywell International (HON) | 0.2 | $1.9M | 14k | 133.31 | |
| Southern Company (SO) | 0.2 | $2.0M | 41k | 47.87 | |
| Netflix (NFLX) | 0.2 | $1.9M | 13k | 149.43 | |
| Open Text Corp (OTEX) | 0.2 | $1.9M | 60k | 31.52 | |
| Antero Res (AR) | 0.2 | $2.0M | 93k | 21.61 | |
| 3M Company (MMM) | 0.2 | $1.8M | 8.8k | 208.15 | |
| At&t (T) | 0.2 | $1.8M | 48k | 37.77 | |
| Brookfield Renewable energy partners lpu (BEP) | 0.2 | $1.8M | 56k | 31.84 | |
| Metropcs Communications (TMUS) | 0.2 | $1.8M | 30k | 60.60 | |
| Comcast Corporation (CMCSA) | 0.1 | $1.7M | 44k | 38.92 | |
| Owens Corning (OC) | 0.1 | $1.8M | 26k | 66.93 | |
| Pfizer (PFE) | 0.1 | $1.8M | 53k | 33.60 | |
| Microchip Technology (MCHP) | 0.1 | $1.7M | 22k | 77.20 | |
| Altria (MO) | 0.1 | $1.8M | 24k | 74.34 | |
| Merck & Co (MRK) | 0.1 | $1.7M | 26k | 64.10 | |
| Praxair | 0.1 | $1.8M | 13k | 132.53 | |
| salesforce (CRM) | 0.1 | $1.7M | 20k | 86.58 | |
| Eversource Energy (ES) | 0.1 | $1.8M | 29k | 61.11 | |
| Walt Disney Company (DIS) | 0.1 | $1.6M | 16k | 106.17 | |
| Verizon Communications (VZ) | 0.1 | $1.6M | 37k | 44.79 | |
| Synopsys (SNPS) | 0.1 | $1.6M | 22k | 72.93 | |
| Kellogg Company (K) | 0.1 | $1.6M | 23k | 69.78 | |
| Celgene Corporation | 0.1 | $1.6M | 12k | 129.85 | |
| Sprint | 0.1 | $1.6M | 199k | 8.20 | |
| Zillow Group Inc Cl C Cap Stk (Z) | 0.1 | $1.6M | 33k | 49.00 | |
| Shaw Communications Inc cl b conv | 0.1 | $1.5M | 67k | 21.78 | |
| Cisco Systems (CSCO) | 0.1 | $1.5M | 47k | 31.31 | |
| Tetra Tech (TTEK) | 0.1 | $1.5M | 32k | 45.75 | |
| Canadian Pacific Railway | 0.1 | $1.5M | 9.2k | 160.78 | |
| Illinois Tool Works (ITW) | 0.1 | $1.5M | 10k | 143.29 | |
| Public Service Enterprise (PEG) | 0.1 | $1.5M | 34k | 43.01 | |
| Oracle Corporation (ORCL) | 0.1 | $1.5M | 29k | 50.15 | |
| Boeing Company (BA) | 0.1 | $1.4M | 7.2k | 197.73 | |
| Intel Corporation (INTC) | 0.1 | $1.4M | 40k | 33.74 | |
| Philip Morris International (PM) | 0.1 | $1.4M | 12k | 117.47 | |
| Ormat Technologies (ORA) | 0.1 | $1.4M | 23k | 58.66 | |
| Tesla Motors (TSLA) | 0.1 | $1.4M | 3.8k | 361.57 | |
| MSCI Indonesia Investable Market Ind (EIDO) | 0.1 | $1.4M | 50k | 27.04 | |
| Abbvie (ABBV) | 0.1 | $1.3M | 18k | 72.49 | |
| Moody's Corporation (MCO) | 0.1 | $1.3M | 10k | 121.65 | |
| Caterpillar (CAT) | 0.1 | $1.3M | 12k | 107.42 | |
| Trimble Navigation (TRMB) | 0.1 | $1.2M | 34k | 35.66 | |
| International Business Machines (IBM) | 0.1 | $1.3M | 8.3k | 153.81 | |
| Schlumberger (SLB) | 0.1 | $1.2M | 18k | 65.83 | |
| Stryker Corporation (SYK) | 0.1 | $1.3M | 9.1k | 138.76 | |
| Starbucks Corporation (SBUX) | 0.1 | $1.2M | 21k | 58.31 | |
| Intel Corp sdcv | 0.1 | $1.3M | 985.00 | 1311.68 | |
| Estee Lauder Companies (EL) | 0.1 | $1.2M | 13k | 95.98 | |
| Scotts Miracle-Gro Company (SMG) | 0.1 | $1.3M | 15k | 88.00 | |
| Prologis (PLD) | 0.1 | $1.3M | 22k | 58.64 | |
| American Tower Reit (AMT) | 0.1 | $1.2M | 9.3k | 132.36 | |
| Pattern Energy | 0.1 | $1.2M | 51k | 23.84 | |
| Hortonworks | 0.1 | $1.2M | 94k | 12.88 | |
| Square Inc cl a (SQ) | 0.1 | $1.3M | 55k | 23.46 | |
| Packaging Corporation of America (PKG) | 0.1 | $1.2M | 11k | 111.44 | |
| BlackRock (BLK) | 0.1 | $1.2M | 2.8k | 422.31 | |
| Goldman Sachs (GS) | 0.1 | $1.2M | 5.2k | 221.84 | |
| U.S. Bancorp (USB) | 0.1 | $1.1M | 21k | 51.93 | |
| CSX Corporation (CSX) | 0.1 | $1.1M | 21k | 54.58 | |
| Abbott Laboratories (ABT) | 0.1 | $1.2M | 24k | 48.61 | |
| Autodesk (ADSK) | 0.1 | $1.1M | 11k | 100.82 | |
| Citrix Systems | 0.1 | $1.2M | 15k | 79.55 | |
| T. Rowe Price (TROW) | 0.1 | $1.2M | 16k | 74.20 | |
| Electronic Arts (EA) | 0.1 | $1.2M | 11k | 105.76 | |
| ConocoPhillips (COP) | 0.1 | $1.1M | 26k | 43.94 | |
| Prudential Financial (PRU) | 0.1 | $1.2M | 11k | 108.14 | |
| Vornado Realty Trust (VNO) | 0.1 | $1.1M | 12k | 93.94 | |
| Marvell Technology Group | 0.1 | $1.1M | 66k | 16.52 | |
| Align Technology (ALGN) | 0.1 | $1.2M | 7.9k | 150.16 | |
| Alnylam Pharmaceuticals (ALNY) | 0.1 | $1.2M | 15k | 79.75 | |
| Simon Property (SPG) | 0.1 | $1.1M | 7.0k | 161.82 | |
| Servicenow (NOW) | 0.1 | $1.2M | 11k | 105.96 | |
| Tesla Motors Inc bond | 0.1 | $1.2M | 1.0k | 1149.27 | |
| Citrix Systems Inc conv | 0.1 | $1.2M | 958.00 | 1208.77 | |
| S&p Global (SPGI) | 0.1 | $1.1M | 7.7k | 145.98 | |
| Ctrip Com Intl Ltd Note 1.000% 7/0 bond | 0.1 | $1.1M | 960.00 | 1156.25 | |
| PNC Financial Services (PNC) | 0.1 | $1.0M | 8.0k | 124.89 | |
| FedEx Corporation (FDX) | 0.1 | $990k | 4.6k | 217.39 | |
| IDEXX Laboratories (IDXX) | 0.1 | $998k | 6.2k | 161.38 | |
| Automatic Data Processing (ADP) | 0.1 | $1.0M | 10k | 102.47 | |
| Dow Chemical Company | 0.1 | $1.1M | 17k | 63.05 | |
| Comerica Incorporated (CMA) | 0.1 | $1.0M | 14k | 73.27 | |
| Western Digital (WDC) | 0.1 | $1.1M | 12k | 88.63 | |
| Nike (NKE) | 0.1 | $1.0M | 17k | 59.03 | |
| Parker-Hannifin Corporation (PH) | 0.1 | $1.0M | 6.5k | 159.86 | |
| Weyerhaeuser Company (WY) | 0.1 | $1.0M | 31k | 33.49 | |
| Qualcomm (QCOM) | 0.1 | $1.1M | 19k | 55.22 | |
| Henry Schein (HSIC) | 0.1 | $1.1M | 5.8k | 183.08 | |
| Illumina (ILMN) | 0.1 | $989k | 5.7k | 173.54 | |
| Lam Research Corporation (LRCX) | 0.1 | $1.0M | 7.1k | 141.47 | |
| Hldgs (UAL) | 0.1 | $1.0M | 14k | 75.27 | |
| Zoetis Inc Cl A (ZTS) | 0.1 | $1.0M | 16k | 62.47 | |
| Salesforce.com Inc conv | 0.1 | $1.1M | 797.00 | 1329.99 | |
| Citizens Financial (CFG) | 0.1 | $985k | 28k | 35.68 | |
| Liberty Broadband Cl C (LBRDK) | 0.1 | $992k | 11k | 86.74 | |
| Jazz Investments I Ltd. conv | 0.1 | $1.1M | 975.00 | 1107.69 | |
| Red Hat Inc conv | 0.1 | $1.1M | 763.00 | 1389.25 | |
| Charter Communications Inc New Cl A cl a (CHTR) | 0.1 | $990k | 2.9k | 336.85 | |
| Dxc Technology (DXC) | 0.1 | $980k | 13k | 76.73 | |
| Renaissance Re Holdings Ltd Cmn (RNR) | 0.1 | $895k | 6.4k | 139.26 | |
| Equifax (EFX) | 0.1 | $963k | 7.0k | 137.36 | |
| Expeditors International of Washington (EXPD) | 0.1 | $862k | 15k | 56.41 | |
| Incyte Corporation (INCY) | 0.1 | $889k | 7.1k | 125.96 | |
| Bristol Myers Squibb (BMY) | 0.1 | $902k | 16k | 55.69 | |
| United Parcel Service (UPS) | 0.1 | $937k | 8.5k | 110.82 | |
| NetApp (NTAP) | 0.1 | $934k | 23k | 40.03 | |
| Sherwin-Williams Company (SHW) | 0.1 | $911k | 2.6k | 350.92 | |
| Union Pacific Corporation (UNP) | 0.1 | $893k | 8.2k | 108.86 | |
| United Rentals (URI) | 0.1 | $910k | 8.1k | 112.68 | |
| Mettler-Toledo International (MTD) | 0.1 | $923k | 1.6k | 588.65 | |
| CVS Caremark Corporation (CVS) | 0.1 | $921k | 11k | 80.50 | |
| BB&T Corporation | 0.1 | $960k | 21k | 45.41 | |
| Occidental Petroleum Corporation (OXY) | 0.1 | $947k | 16k | 59.85 | |
| Ca | 0.1 | $907k | 26k | 34.46 | |
| Lowe's Companies (LOW) | 0.1 | $929k | 12k | 77.57 | |
| Paccar (PCAR) | 0.1 | $943k | 14k | 66.02 | |
| priceline.com Incorporated | 0.1 | $881k | 471.00 | 1870.49 | |
| Domino's Pizza (DPZ) | 0.1 | $913k | 4.3k | 211.44 | |
| Synaptics, Incorporated (SYNA) | 0.1 | $897k | 17k | 51.69 | |
| FMC Corporation (FMC) | 0.1 | $950k | 13k | 73.07 | |
| BorgWarner (BWA) | 0.1 | $921k | 22k | 42.37 | |
| Express Scripts Holding | 0.1 | $874k | 14k | 63.81 | |
| American Airls (AAL) | 0.1 | $950k | 19k | 50.31 | |
| Arista Networks (ANET) | 0.1 | $913k | 6.1k | 149.84 | |
| Hubspot (HUBS) | 0.1 | $908k | 14k | 65.73 | |
| Nxp Semiconductors N V dbcv 1.000% 12/0 | 0.1 | $895k | 749.00 | 1194.93 | |
| Hsbc Hldgs Plc note 6.375%12/2 | 0.1 | $918k | 850k | 1.08 | |
| Time Warner | 0.1 | $798k | 7.9k | 100.44 | |
| Republic Services (RSG) | 0.1 | $831k | 13k | 63.62 | |
| Waste Management (WM) | 0.1 | $795k | 11k | 73.33 | |
| Seattle Genetics | 0.1 | $798k | 15k | 51.75 | |
| Regeneron Pharmaceuticals (REGN) | 0.1 | $749k | 1.5k | 491.47 | |
| CBS Corporation | 0.1 | $843k | 13k | 63.79 | |
| Paychex (PAYX) | 0.1 | $842k | 15k | 56.91 | |
| Best Buy (BBY) | 0.1 | $847k | 15k | 57.35 | |
| Everest Re Group (EG) | 0.1 | $797k | 3.1k | 254.96 | |
| Halliburton Company (HAL) | 0.1 | $790k | 19k | 42.69 | |
| Symantec Corporation | 0.1 | $855k | 30k | 28.25 | |
| EOG Resources (EOG) | 0.1 | $809k | 8.9k | 90.49 | |
| Marriott International (MAR) | 0.1 | $852k | 8.5k | 100.34 | |
| Magna Intl Inc cl a (MGA) | 0.1 | $778k | 17k | 46.30 | |
| Advanced Micro Devices (AMD) | 0.1 | $780k | 63k | 12.48 | |
| Activision Blizzard | 0.1 | $830k | 14k | 57.54 | |
| Skyworks Solutions (SWKS) | 0.1 | $824k | 8.6k | 95.94 | |
| Inphi Corporation | 0.1 | $763k | 22k | 34.30 | |
| Luxoft Holding Inc cmn | 0.1 | $773k | 13k | 60.87 | |
| Yahoo Inc note 12/0 | 0.1 | $851k | 746.00 | 1140.75 | |
| Ing Groep N V dbcv 6.500%12/2 | 0.1 | $856k | 800k | 1.07 | |
| Priceline Group Inc/the conv | 0.1 | $800k | 695.00 | 1151.08 | |
| Hilton Worldwide Holdings (HLT) | 0.1 | $851k | 14k | 61.88 | |
| Annaly Capital Management | 0.1 | $739k | 61k | 12.08 | |
| Costco Wholesale Corporation (COST) | 0.1 | $691k | 4.3k | 159.95 | |
| AFLAC Incorporated (AFL) | 0.1 | $696k | 9.0k | 77.65 | |
| C.R. Bard | 0.1 | $700k | 2.2k | 316.17 | |
| Allstate Corporation (ALL) | 0.1 | $740k | 8.4k | 88.25 | |
| First Solar (FSLR) | 0.1 | $662k | 17k | 39.86 | |
| Boston Properties (BXP) | 0.1 | $715k | 5.8k | 123.04 | |
| Micron Technology Inc conv | 0.1 | $711k | 627.00 | 1133.97 | |
| Qorvo (QRVO) | 0.1 | $743k | 12k | 63.36 | |
| Hp (HPQ) | 0.1 | $687k | 39k | 17.47 | |
| Microchip Technology Inc note 1.625% 2/1 | 0.1 | $729k | 481.00 | 1515.59 | |
| Weatherford Intl Ltd Note 5.875% 7/0 bond | 0.1 | $726k | 716.00 | 1013.97 | |
| Dycom Inds Inc Note 0.750% 9/1 bond | 0.1 | $670k | 575.00 | 1165.22 | |
| Loews Corporation (L) | 0.1 | $521k | 11k | 46.80 | |
| CMS Energy Corporation (CMS) | 0.1 | $559k | 12k | 46.25 | |
| Xcel Energy (XEL) | 0.1 | $601k | 13k | 45.45 | |
| Arch Capital Group (ACGL) | 0.1 | $597k | 6.4k | 93.27 | |
| DTE Energy Company (DTE) | 0.1 | $605k | 5.8k | 105.00 | |
| Ternium (TX) | 0.1 | $562k | 20k | 28.10 | |
| Fortis (FTS) | 0.1 | $603k | 17k | 35.08 | |
| stock | 0.1 | $555k | 9.8k | 56.86 | |
| Jds Uniphase Corp conv | 0.1 | $543k | 489.00 | 1110.43 | |
| Ctrip.com Inter Ltd. conv | 0.1 | $616k | 435.00 | 1416.09 | |
| Servicenow Inc. note | 0.1 | $542k | 368.00 | 1472.83 | |
| Herbalife Ltd conv | 0.1 | $624k | 593.00 | 1052.28 | |
| Illumina Inc. 0.00% June 15, 2019 ccb | 0.1 | $589k | 579.00 | 1017.27 | |
| Royal Bk Of Scotland Plc debt 7.500%12/3 | 0.1 | $520k | 500k | 1.04 | |
| Alleghany Corporation | 0.0 | $499k | 839.00 | 594.76 | |
| Omni (OMC) | 0.0 | $513k | 6.2k | 82.85 | |
| Verisk Analytics (VRSK) | 0.0 | $513k | 6.1k | 84.46 | |
| Hologic Inc cnv | 0.0 | $421k | 284.00 | 1482.39 | |
| Starwood Property Trust note | 0.0 | $498k | 451.00 | 1104.21 | |
| American Rlty Cap Pptys Inc note 3.000% 8/0 | 0.0 | $474k | 465.00 | 1019.35 | |
| Tesla Motors Inc bond | 0.0 | $501k | 430.00 | 1165.12 | |
| 1,000% Sina 01.12.2018 note | 0.0 | $476k | 453.00 | 1050.77 | |
| Wright Med Group Inc note 2.000% 2/1 | 0.0 | $507k | 451.00 | 1124.17 | |
| On Semiconductor Corp Note 1.000%12/0 bond | 0.0 | $477k | 457.00 | 1043.76 | |
| Torchmark Corporation | 0.0 | $301k | 3.9k | 76.43 | |
| Staples | 0.0 | $330k | 33k | 10.07 | |
| Amphenol Corporation (APH) | 0.0 | $317k | 4.3k | 73.84 | |
| Atmos Energy Corporation (ATO) | 0.0 | $317k | 3.8k | 82.85 | |
| Quest Diagnostics Incorporated (DGX) | 0.0 | $401k | 3.6k | 112.00 | |
| CBOE Holdings (CBOE) | 0.0 | $365k | 4.0k | 91.39 | |
| Sunpower (SPWR) | 0.0 | $400k | 43k | 9.34 | |
| Cemex Sab De Cv conv bnd | 0.0 | $376k | 313.00 | 1201.28 | |
| Bluebird Bio (BLUE) | 0.0 | $290k | 2.8k | 104.92 | |
| Vipshop Holdings Ltd - Ads bond | 0.0 | $398k | 400.00 | 995.00 | |
| Navient Corporation equity (NAVI) | 0.0 | $307k | 18k | 16.65 | |
| 1,375% Liberty Media 15.10.2023 note | 0.0 | $354k | 296.00 | 1195.95 | |
| Liberty Interactive Llc Deb 1.750% 9/3 bond | 0.0 | $401k | 350.00 | 1145.71 | |
| Nuance Communications Inc Dbcv 1.00012/1 | 0.0 | $300k | 310.00 | 967.74 | |
| Nuvasive Inc note 2.250% 3/1 | 0.0 | $354k | 254.00 | 1393.70 | |
| Trinity Inds Inc note 3.875% 6/0 | 0.0 | $266k | 210.00 | 1266.67 | |
| Leucadia National | 0.0 | $181k | 6.9k | 26.17 | |
| Starwood Property Trust (STWD) | 0.0 | $196k | 8.8k | 22.38 | |
| Reinsurance Group of America (RGA) | 0.0 | $239k | 1.9k | 128.15 | |
| Principal Financial (PFG) | 0.0 | $184k | 2.9k | 64.11 | |
| Lincoln National Corporation (LNC) | 0.0 | $187k | 2.8k | 67.61 | |
| AutoNation (AN) | 0.0 | $173k | 4.1k | 42.07 | |
| Newmont Mining Corporation (NEM) | 0.0 | $187k | 5.8k | 32.40 | |
| Cooper Companies | 0.0 | $212k | 884.00 | 239.82 | |
| Goodyear Tire & Rubber Company (GT) | 0.0 | $203k | 5.8k | 34.96 | |
| Arrow Electronics (ARW) | 0.0 | $220k | 2.8k | 78.43 | |
| Manpower (MAN) | 0.0 | $251k | 2.3k | 111.56 | |
| Toll Brothers (TOL) | 0.0 | $255k | 6.5k | 39.52 | |
| WABCO Holdings | 0.0 | $198k | 1.6k | 127.50 | |
| Bce (BCE) | 0.0 | $174k | 3.9k | 44.95 | |
| Cedar Fair (FUN) | 0.0 | $193k | 2.7k | 71.99 | |
| Jones Lang LaSalle Incorporated (JLL) | 0.0 | $247k | 2.0k | 124.87 | |
| AmeriGas Partners | 0.0 | $175k | 3.9k | 45.11 | |
| Bio-Rad Laboratories (BIO) | 0.0 | $204k | 900.00 | 226.67 | |
| Magellan Midstream Partners | 0.0 | $184k | 2.6k | 71.10 | |
| Validus Holdings | 0.0 | $251k | 4.8k | 51.93 | |
| Signet Jewelers (SIG) | 0.0 | $252k | 4.0k | 63.13 | |
| General Motors Company (GM) | 0.0 | $206k | 5.9k | 34.96 | |
| Dunkin' Brands Group | 0.0 | $233k | 4.2k | 55.04 | |
| Royal Gold Inc conv | 0.0 | $281k | 260.00 | 1080.77 | |
| Premier (PINC) | 0.0 | $234k | 6.5k | 36.04 | |
| Aramark Hldgs (ARMK) | 0.0 | $262k | 6.4k | 40.92 | |
| Ally Financial (ALLY) | 0.0 | $201k | 9.6k | 20.93 | |
| Equity Commonwealth (EQC) | 0.0 | $248k | 7.9k | 31.58 | |
| Lloyds Banking | 0.0 | $275k | 250k | 1.10 | |
| Ryanair Holdings (RYAAY) | 0.0 | $239k | 2.2k | 107.71 | |
| Euronet Worldwide Inc Note 1.500%10/0 | 0.0 | $206k | 160.00 | 1287.50 | |
| Tpi Composites (TPIC) | 0.0 | $227k | 12k | 18.45 | |
| Advanced Micro Devices Inc Note 2.125% 9/0 bond | 0.0 | $273k | 155.00 | 1761.29 | |
| Envision Healthcare | 0.0 | $205k | 3.3k | 62.71 | |
| Mobile TeleSystems OJSC | 0.0 | $168k | 20k | 8.40 | |
| Hartford Financial Services (HIG) | 0.0 | $114k | 2.2k | 52.78 | |
| Assurant (AIZ) | 0.0 | $108k | 1.0k | 103.55 | |
| People's United Financial | 0.0 | $88k | 5.0k | 17.56 | |
| Dick's Sporting Goods (DKS) | 0.0 | $165k | 4.1k | 39.77 | |
| Baxter International (BAX) | 0.0 | $99k | 1.6k | 60.26 | |
| ResMed (RMD) | 0.0 | $109k | 1.4k | 77.86 | |
| Bunge | 0.0 | $106k | 1.4k | 74.39 | |
| FirstEnergy (FE) | 0.0 | $170k | 5.8k | 29.08 | |
| H&R Block (HRB) | 0.0 | $125k | 4.1k | 30.81 | |
| Kohl's Corporation (KSS) | 0.0 | $90k | 2.3k | 38.68 | |
| Nuance Communications | 0.0 | $112k | 6.4k | 17.46 | |
| Polaris Industries (PII) | 0.0 | $111k | 1.2k | 92.27 | |
| Dun & Bradstreet Corporation | 0.0 | $74k | 681.00 | 108.66 | |
| Darden Restaurants (DRI) | 0.0 | $63k | 700.00 | 90.00 | |
| E.I. du Pont de Nemours & Company | 0.0 | $77k | 952.00 | 80.88 | |
| Unum (UNM) | 0.0 | $163k | 3.5k | 46.56 | |
| Raytheon Company | 0.0 | $90k | 556.00 | 161.87 | |
| Valero Energy Corporation (VLO) | 0.0 | $127k | 1.9k | 67.45 | |
| CenturyLink | 0.0 | $164k | 6.9k | 23.90 | |
| Yum! Brands (YUM) | 0.0 | $100k | 1.3k | 74.13 | |
| Casey's General Stores (CASY) | 0.0 | $64k | 602.00 | 106.31 | |
| AGCO Corporation (AGCO) | 0.0 | $113k | 1.7k | 67.50 | |
| Avnet (AVT) | 0.0 | $163k | 4.2k | 38.81 | |
| Capital One Financial (COF) | 0.0 | $97k | 1.2k | 82.27 | |
| Ford Motor Company (F) | 0.0 | $149k | 13k | 11.22 | |
| Patterson Companies (PDCO) | 0.0 | $96k | 2.1k | 46.76 | |
| Jacobs Engineering | 0.0 | $98k | 1.8k | 54.23 | |
| TJX Companies (TJX) | 0.0 | $73k | 1.0k | 72.28 | |
| Murphy Oil Corporation (MUR) | 0.0 | $77k | 3.0k | 25.47 | |
| Clorox Company (CLX) | 0.0 | $106k | 796.00 | 133.17 | |
| FLIR Systems | 0.0 | $102k | 2.9k | 34.80 | |
| C.H. Robinson Worldwide (CHRW) | 0.0 | $96k | 1.4k | 68.87 | |
| Robert Half International (RHI) | 0.0 | $95k | 2.0k | 47.81 | |
| Southwestern Energy Company (SWN) | 0.0 | $128k | 21k | 6.07 | |
| Calpine Corporation | 0.0 | $115k | 8.5k | 13.55 | |
| W.R. Grace & Co. | 0.0 | $91k | 1.3k | 71.65 | |
| Tesoro Corporation | 0.0 | $117k | 1.3k | 93.30 | |
| Dolby Laboratories (DLB) | 0.0 | $106k | 2.2k | 48.98 | |
| Enbridge (ENB) | 0.0 | $109k | 2.7k | 39.85 | |
| Transcanada Corp | 0.0 | $81k | 1.7k | 47.62 | |
| Chipotle Mexican Grill (CMG) | 0.0 | $109k | 263.00 | 414.45 | |
| MetLife (MET) | 0.0 | $105k | 1.9k | 54.95 | |
| Centene Corporation (CNC) | 0.0 | $151k | 1.9k | 80.11 | |
| Flowserve Corporation (FLS) | 0.0 | $89k | 1.9k | 46.33 | |
| United Therapeutics Corporation (UTHR) | 0.0 | $101k | 782.00 | 129.16 | |
| Liberty Property Trust | 0.0 | $95k | 2.3k | 40.76 | |
| Thomson Reuters Corp | 0.0 | $119k | 2.6k | 46.07 | |
| Genpact (G) | 0.0 | $79k | 2.8k | 27.92 | |
| Fortinet (FTNT) | 0.0 | $94k | 2.5k | 37.52 | |
| Hollyfrontier Corp | 0.0 | $81k | 3.0k | 27.37 | |
| Duke Energy (DUK) | 0.0 | $113k | 1.4k | 83.52 | |
| Oaktree Cap | 0.0 | $166k | 3.6k | 46.62 | |
| Pinnacle Foods Inc De | 0.0 | $167k | 2.8k | 59.28 | |
| Phillips 66 Partners | 0.0 | $83k | 1.7k | 49.29 | |
| Valero Energy Partners | 0.0 | $128k | 2.8k | 45.71 | |
| Gaming & Leisure Pptys (GLPI) | 0.0 | $97k | 2.6k | 37.55 | |
| Voya Financial (VOYA) | 0.0 | $97k | 2.6k | 36.92 | |
| Parsley Energy Inc-class A | 0.0 | $146k | 5.2k | 27.81 | |
| Anthem (ELV) | 0.0 | $135k | 715.00 | 188.81 | |
| Walgreen Boots Alliance (WBA) | 0.0 | $152k | 1.9k | 78.23 | |
| Tegna (TGNA) | 0.0 | $65k | 4.5k | 14.33 | |
| Bwx Technologies (BWXT) | 0.0 | $88k | 1.8k | 48.89 | |
| Xerox | 0.0 | $134k | 4.7k | 28.72 | |
| Dominion Resources (D) | 0.0 | $41k | 531.00 | 77.21 | |
| Kimberly-Clark Corporation (KMB) | 0.0 | $52k | 404.00 | 128.71 | |
| Colgate-Palmolive Company (CL) | 0.0 | $52k | 697.00 | 74.61 | |
| Unilever | 0.0 | $22k | 403.00 | 54.59 | |
| Novo Nordisk A/S (NVO) | 0.0 | $34k | 802.00 | 42.39 | |
| Toyota Motor Corporation (TM) | 0.0 | $26k | 249.00 | 104.42 | |
| Prudential Public Limited Company (PUK) | 0.0 | $25k | 553.00 | 45.21 | |
| Sally Beauty Holdings (SBH) | 0.0 | $51k | 2.5k | 20.40 | |
| Alexion Pharmaceuticals | 0.0 | $5.0k | 42.00 | 119.05 | |
| TFS Financial Corporation (TFSL) | 0.0 | $50k | 3.2k | 15.45 | |
| United Natural Foods (UNFI) | 0.0 | $4.0k | 104.00 | 38.46 | |
| Healthsouth | 0.0 | $48k | 1.0k | 48.00 | |
| Telus Ord (TU) | 0.0 | $48k | 1.4k | 34.63 | |
| Asml Holding (ASML) | 0.0 | $10k | 78.00 | 128.21 | |
| Wec Energy Group (WEC) | 0.0 | $52k | 839.00 | 61.98 | |
| Cars (CARS) | 0.0 | $40k | 1.5k | 26.47 |
