13F-HR filed by SSI INVESTMENT MANAGEMENT LLC
SSI INVESTMENT MANAGEMENT LLC filed this 13F-HR for the quarter ended 2021-06-30, filed 2021-08-16, with 325 holding rows worth $1,546,232,000.
- Accession
- 0001172661-21-001718
- Filer
- CIK 938487
- Filed
- 2021-08-16
- Accepted by EDGAR
- acceptance time not in the bulk data set
- Ingested
- Source
- SEC quarterly data set
13F report for Q2 2021
A holdings report, 622 entries on the cover page, a total value of $1,546,232,000 stated on the cover page (in dollars after the unit check, H1), rows summing to $1,546,232,000 with VALUE read as thousands by filing date, 13F file number 028-04720. The quarter's positions are built on this report. The resolved quarter.
Other managers
- included managerFIRST TRUST ADVISORS LP028-06487
- included managerMorningstar Investment Management LLC028-17446
- included managerAmerican Beacon Advisors, Inc.028-14511
- included managerGuideStone Capital Management, LLC028-10998
The information table after summing rows of one CUSIP and put or call (H4), with the CUSIP and issuer name as filed. Values in dollars after the unit check (method).
| Issuer as filed | CUSIP | Class | Amount | Value | Value read as | Type |
|---|---|---|---|---|---|---|
| ISHARES TR CORE S&P 500 ETF | 464287200 | SHS | 173,988 | $74,802,000 | thousands by filing date | |
| SOUTHWEST AIRLS CO | 844741BG2 | NOTE 1.250% 5/0 | 36,932,000 | $55,926,000 | thousands by filing date | principal |
| PIONEER NAT RES CO | 723787AP2 | NOTE 0.250% 5/1 | 34,152,000 | $54,489,000 | thousands by filing date | principal |
| BOOKING HOLDINGS INC | 09857LAN8 | NOTE 0.750% 5/0 | 27,966,000 | $39,546,000 | thousands by filing date | principal |
| PALO ALTO NETWORKS INC | 697435AD7 | NOTE 0.750% 7/0 | 19,687,000 | $28,691,000 | thousands by filing date | principal |
| ZILLOW GROUP INC | 98954MAH4 | NOTE 2.750% 5/1 | 12,985,000 | $25,604,000 | thousands by filing date | principal |
| ANTHEM INC | 94973VBG1 | NOTE 2.750%10/1 | 4,732,000 | $25,540,000 | thousands by filing date | principal |
| SNAP INC | 83304AAB2 | NOTE 0.75% 08/01/2026 | 6,926,000 | $20,849,000 | thousands by filing date | principal |
| ILLUMINA INC | 452327AK5 | NOTE 8/1 | 16,207,000 | $20,399,000 | thousands by filing date | principal |
| iShares Core US Aggregate Bond ETF | 464287226 | SHS | 175,419 | $20,232,000 | thousands by filing date | |
| LIVE NATION ENTERTAINMENT IN | 538034AQ2 | NOTE 2.500% 3/1 | 14,250,000 | $19,899,000 | thousands by filing date | principal |
| VANGUARD STAR FDS | 921909768 | COM | 292,327 | $19,201,000 | thousands by filing date | |
| EURONET WORLDWIDE INC | 298736AL3 | NOTE 0.750% 3/1 | 16,832,000 | $19,167,000 | thousands by filing date | principal |
| BLOCK INC | 852234AD5 | NOTE 0.500% 5/1 | 6,095,000 | $19,070,000 | thousands by filing date | principal |
| STANLEY BLACK & DECKER INC | 854502846 | UNIT 11/15/2022 | 155,538 | $18,777,000 | thousands by filing date | |
| DEXCOM INC | 252131AK3 | NOTE 0.250%11/1 | 17,970,000 | $18,769,000 | thousands by filing date | principal |
| EXACT SCIENCES CORP | 30063PAB1 | NOTE 0.375% 3/1 | 14,094,000 | $18,646,000 | thousands by filing date | principal |
| MICROCHIP TECHNOLOGY INC. | 595017AF1 | NOTE 1.625% 2/1 | 7,895,000 | $17,574,000 | thousands by filing date | principal |
| WORKDAY INC | 98138HAF8 | NOTE 0.250%10/0 | 10,519,000 | $17,390,000 | thousands by filing date | principal |
| TESLA INC | 88160RAG6 | NOTE 2.000% 5/1 | 1,462,000 | $15,988,000 | thousands by filing date | principal |
| SPIRIT AIRLS INC | 848577AB8 | NOTE 1.000% 5/1 | 16,739,000 | $15,953,000 | thousands by filing date | principal |
| TERADYNE INC | 880770AG7 | NOTE | 3,692,000 | $15,642,000 | thousands by filing date | principal |
| ZENDESK INC | 98936JAD3 | NOTE 0.625% 6/1 | 10,579,000 | $15,407,000 | thousands by filing date | principal |
| BURLINGTON STORES INC | 122017AB2 | NOTE 2.250% 4/1 | 9,260,000 | $14,710,000 | thousands by filing date | principal |
| CLEVELAND CLIFFS INC | 185899AA9 | DBCV 1.500% 1/1 | 5,262,000 | $14,670,000 | thousands by filing date | principal |
| ON SEMICONDUCTOR CORP | 682189AP0 | NOTE 1.625%10/1 | 7,602,000 | $14,451,000 | thousands by filing date | principal |
| JAZZ INVESTMENTS I LTD | 472145AF8 | NOTE 2.000% 6/1 | 10,799,000 | $14,366,000 | thousands by filing date | principal |
| NEXTERA ENERGY INC | 65339F770 | CONV | 291,120 | $14,254,000 | thousands by filing date | |
| DICKS SPORTING GOODS INC | 253393AD4 | NOTE 3.250% 4/1 | 4,713,000 | $13,948,000 | thousands by filing date | principal |
| ARES CAPITAL CORP | 04010LAW3 | NOTE 4.625% 3/0 | 12,465,000 | $13,564,000 | thousands by filing date | principal |
| LUMENTUM HLDGS INC | 55024UAD1 | NOTE 0.500%12/1 | 11,623,000 | $12,535,000 | thousands by filing date | principal |
| PEBBLEBROOK HOTEL TR | 70509VAA8 | NOTE 1.750%12/1 | 10,870,000 | $12,328,000 | thousands by filing date | principal |
| HUBSPOT INC | 443573AD2 | NOTE 0.375% 6/0 | 5,574,000 | $11,799,000 | thousands by filing date | principal |
| OKTA INC | 679295AD7 | NOTE 0.125% 9/0 | 8,164,000 | $11,755,000 | thousands by filing date | principal |
| Coupa Software | 22266LAF3 | CONV BOND | 9,886,000 | $11,403,000 | thousands by filing date | principal |
| INSULET CORP | 45784PAK7 | NOTE 0.375% 9/0 | 8,060,000 | $10,958,000 | thousands by filing date | principal |
| WESTERN DIGITAL CORP. | 958102AP0 | NOTE 1.500% 2/0 | 10,175,000 | $10,869,000 | thousands by filing date | principal |
| AMERICAN EAGLE OUTFITTERS IN | 02553EAB2 | NOTE 3.750% 4/1 | 2,448,000 | $10,684,000 | thousands by filing date | principal |
| LIBERTY MEDIA CORP DEL | 531229AF9 | NOTE 1.000% 1/3 | 7,784,000 | $10,584,000 | thousands by filing date | principal |
| CALLAWAY GOLF CO | 131193AE4 | NOTE 2.750% 5/0 | 5,191,000 | $10,578,000 | thousands by filing date | principal |
| CONMED CORP | 207410AF8 | BOND | 6,454,000 | $10,396,000 | thousands by filing date | principal |
| Shopify Inc | 82509LAA5 | Convertible bond | 7,786,000 | $10,140,000 | thousands by filing date | principal |
| PRICELINE GRP INC | 741503AX4 | NOTE 0.900% 9/1 | 9,227,000 | $10,019,000 | thousands by filing date | principal |
| RH | 74967XAA1 | BOND | 2,854,000 | $9,960,000 | thousands by filing date | principal |
| RINGCENTRAL INC | 76680RAF4 | NOTE 3/0 | 8,389,000 | $9,269,000 | thousands by filing date | principal |
| INSMED INC | 457669AB5 | NOTE 0.750% 6/0 | 8,320,000 | $9,145,000 | thousands by filing date | principal |
| SYNAPTICS INC | 87157DAD1 | NOTE 0.500% 6/1 | 4,343,000 | $9,142,000 | thousands by filing date | principal |
| FIRST TRUST LOW DURATION OPPORTUNITIES ETF | 33739Q200 | ETF | 179,557 | $9,137,000 | thousands by filing date | |
| TELADOC HEALTH INC | 87918AAF2 | NOTE 1.250% 6/0 | 8,146,000 | $9,122,000 | thousands by filing date | principal |
| COLFAX CORP | 194014205 | UNIT 01/15/2022T | 48,756 | $9,076,000 | thousands by filing date | |
| PERMIAN RES OPER LLC | 15136AAA0 | NOTE 3.250% 4/0 | 6,823,000 | $9,049,000 | thousands by filing date | principal |
| II VI INC | 902104AB4 | NOTE 0.250% 9/0 | 5,705,000 | $8,999,000 | thousands by filing date | principal |
| SEA LTD | 81141RAF7 | NOTE 2.375%12/0 | 2,898,000 | $8,942,000 | thousands by filing date | principal |
| FTI CONSULTING INC | 302941AP4 | NOTE 2.000% 8/1 | 6,031,000 | $8,610,000 | thousands by filing date | principal |
| HELIX ENERGY SOLUTIONS GRP I | 42330PAK3 | NOTE 6.750% 2/1 | 6,911,000 | $8,505,000 | thousands by filing date | principal |
| WAYFAIR INC | 94419LAD3 | NOTE 1.125%11/0 | 3,044,000 | $8,332,000 | thousands by filing date | principal |
| AKAMAI TECHNOLOGIES INC | 00971TAJ0 | NOTE 0.125% 5/0 | 6,367,000 | $8,323,000 | thousands by filing date | principal |
| TWITTER INC | 90184LAF9 | NOTE 0.250% 6/1 | 5,967,000 | $8,184,000 | thousands by filing date | principal |
| SUMMIT HOTEL PPTYS | 866082AA8 | NOTE 1.500% 2/1 | 7,910,000 | $8,150,000 | thousands by filing date | principal |
| APELLIS PHARMACEUTICALS INC | 03753UAB2 | NOTE 3.500% 9/1 | 4,418,000 | $8,147,000 | thousands by filing date | principal |
| ENVISTA HOLDINGS CORPORATION | 29415FAB0 | BOND | 3,749,000 | $7,989,000 | thousands by filing date | principal |
| LIBERTY MEDIA CORP DEL | 531229AB8 | NOTE 1.375%10/1 | 5,980,000 | $7,948,000 | thousands by filing date | principal |
| FIRST TR EXCHANGE-TRADED FD | 33738D309 | SENIOR LN FD | 161,525 | $7,753,000 | thousands by filing date | |
| ARES CAPITAL CORP | 04010LAT0 | NOTE 3.750% 2/0 | 7,304,000 | $7,632,000 | thousands by filing date | principal |
| FIRST TR EXCH TRADED FD III | 33739E108 | PFD SECS INC ETF | 364,809 | $7,514,000 | thousands by filing date | |
| PROSPECT CAP CORP | 74348TAT9 | BOND | 6,961,000 | $7,508,000 | thousands by filing date | principal |
| AMERICAN AIRLINES GROUP INC | 02376RAF9 | NOTE 6.500% 7/0 | 4,676,000 | $7,328,000 | thousands by filing date | principal |
| CHEESECAKE FACTORY INC | 163072AA9 | NOTE 0.375% 6/1 | 7,269,000 | $7,159,000 | thousands by filing date | principal |
| PROSHARES TR | 74347X849 | INDX FD | 423,000 | $7,140,000 | thousands by filing date | |
| HALOZYME THERAPEUTICS INC | 40637HAB5 | NOTE 1.250%12/0 | 3,573,000 | $6,973,000 | thousands by filing date | principal |
| DATADOG INC | 23804LAB9 | NOTE 0.125% 6/1 | 5,149,000 | $6,861,000 | thousands by filing date | principal |
| KBR INC | 48242WAB2 | BOND | 4,372,000 | $6,852,000 | thousands by filing date | principal |
| GUESS INC | 401617AD7 | BOND | 5,462,000 | $6,779,000 | thousands by filing date | principal |
| CERENCE INC | 156727AB5 | NOTE 3.000% 6/0 | 2,300,000 | $6,769,000 | thousands by filing date | principal |
| ISHARES TR | 464288281 | JPMORGAN USD EMG | 57,290 | $6,444,000 | thousands by filing date | |
| THE REALREAL INC | 88339PAB7 | NOTE 3.000% 6/1 | 4,725,000 | $6,415,000 | thousands by filing date | principal |
| WOLFSPEED INC | 225447AD3 | NOTE 1.750% 5/0 | 2,935,000 | $6,369,000 | thousands by filing date | principal |
| MANDIANT INC | 31816QAF8 | NOTE 0.875% 6/0 | 5,586,000 | $6,308,000 | thousands by filing date | principal |
| COPA HOLDINGS SA | 21720AAB8 | BOND | 3,824,000 | $6,246,000 | thousands by filing date | principal |
| MERCADOLIBRE INC | 58733RAD4 | NOTE 2.000% 8/1 | 1,733,000 | $6,122,000 | thousands by filing date | principal |
| MONGODB INC | 60937PAD8 | NOTE 0.250% 1/1 | 3,378,000 | $6,094,000 | thousands by filing date | principal |
| MFA FINL INC | 55272XAA0 | BOND | 6,000,000 | $6,074,000 | thousands by filing date | principal |
| BILIBILI INC | 090040AD8 | NOTE 1.250% 6/1 | 1,931,000 | $5,818,000 | thousands by filing date | principal |
| ISHARES RUSSELL 1000 VALUE ETF | 464287598 | ETF | 36,660 | $5,815,000 | thousands by filing date | |
| LYFT INC | 55087PAB0 | NOTE 1.500% 5/1 | 3,388,000 | $5,781,000 | thousands by filing date | principal |
| CNX RES CORP | 12653CAG3 | NOTE 2.250% 5/0 | 4,434,000 | $5,746,000 | thousands by filing date | principal |
| NEOGENOMICS INC | 64049MAB6 | NOTE 0.250% 1/1 | 5,643,000 | $5,483,000 | thousands by filing date | principal |
| SERVICENOW INC | 81762PAC6 | NOTE 6/0 | 1,326,000 | $5,392,000 | thousands by filing date | principal |
| SMART GLOBAL HLDGS INC | 83205YAB0 | BOND | 3,921,000 | $5,377,000 | thousands by filing date | principal |
| FARFETCH LTD | 30744WAD9 | BOND | 1,640,000 | $5,317,000 | thousands by filing date | principal |
| SPLUNK INC | 848637AC8 | NOTE 0.500% 9/1 | 4,556,000 | $5,302,000 | thousands by filing date | principal |
| RH | 74967XAD5 | CV | 1,647,000 | $5,271,000 | thousands by filing date | principal |
| REVANCE THERAPEUTICS INC | 761330AB5 | BOND | 4,487,000 | $5,231,000 | thousands by filing date | principal |
| VIAVI SOLUTIONS INC | 925550AB1 | NOTE 1.000% 3/0 | 3,715,000 | $5,230,000 | thousands by filing date | principal |
| NOVAVAX INC | 670002AB0 | NOTE 3.750% 2/0 | 2,914,000 | $5,198,000 | thousands by filing date | principal |
| NUVASIVE INC | 670704AJ4 | NOTE 0.375% 3/1 | 5,211,000 | $5,139,000 | thousands by filing date | principal |
| PENNYMAC CORP | 70932AAD5 | BOND | 4,997,000 | $5,098,000 | thousands by filing date | principal |
| EQT CORP | 26884LAK5 | NOTE 1.750% 5/0 | 2,969,000 | $4,946,000 | thousands by filing date | principal |
| HANNON ARMSTRONG SUST INFR C | 41068XAD2 | BOND | 3,824,000 | $4,709,000 | thousands by filing date | principal |
| PURE STORAGE INC | 74624MAB8 | NOTE 0.125% 4/1 | 4,497,000 | $4,699,000 | thousands by filing date | principal |
| DISH NETWORK CORPORATION | 25470MAB5 | NOTE 3.375% 8/1 | 4,607,000 | $4,698,000 | thousands by filing date | principal |
| iShares U.S. Technology ETF | 464287721 | SHS | 47,043 | $4,675,000 | thousands by filing date | |
| PATRICK INDS INC | 703343AB9 | DBCV 1.000% 2/0 | 4,289,000 | $4,628,000 | thousands by filing date | principal |
| UNITED STATES STL CORP | 912909AT5 | NOTE 5.000%11/0 | 2,292,000 | $4,612,000 | thousands by filing date | principal |
| UNDER ARMOUR INC | 904311AC1 | NOTE 1.500% 6/0 | 2,342,000 | $4,603,000 | thousands by filing date | principal |
| CHEFS WHSE INC | 163086AB7 | BOND | 4,404,000 | $4,572,000 | thousands by filing date | principal |
| REPLIGEN CORP | 759916AB5 | BOND | 2,539,000 | $4,544,000 | thousands by filing date | principal |
| WAYFAIR INC | 94419LAF8 | NOTE 1.000% 8/1 | 2,063,000 | $4,540,000 | thousands by filing date | principal |
| Apple Inc | 037833100 | COM | 32,956 | $4,513,000 | thousands by filing date | |
| Microsoft Corp | 594918104 | COM | 16,168 | $4,378,000 | thousands by filing date | |
| NEXTERA ENERGY INC | 65339F796 | COM | 76,095 | $4,273,000 | thousands by filing date | |
| GRANITE PT MTG TR INC | 38741LAC1 | NOTE 6.375%10/0 | 4,316,000 | $4,198,000 | thousands by filing date | principal |
| DEXCOM INC | 252131AH0 | NOTE 0.750%12/0 | 1,611,000 | $4,188,000 | thousands by filing date | principal |
| BLACKLINE INC | 09239BAB5 | NOTE 0.125% 8/0 | 2,602,000 | $4,174,000 | thousands by filing date | principal |
| APOLLO COML REAL ESTATE FIN | 03762UAC9 | BOND | 4,000,000 | $4,025,000 | thousands by filing date | principal |
| SAILPOINT TECHNOLOGIES HLDGS | 78781PAB1 | NOTE | 2,150,000 | $4,021,000 | thousands by filing date | principal |
| INVITAE CORP | 46185LAB9 | NOTE 2.000% 9/0 | 2,807,000 | $3,773,000 | thousands by filing date | principal |
| CHENIERE ENERGY INC | 16411RAG4 | NOTE 4.250% 3/1 | 4,500,000 | $3,751,000 | thousands by filing date | principal |
| JAZZ INVESTMENTS I LTD | 472145AD3 | NOTE 1.500% 8/1 | 3,399,000 | $3,730,000 | thousands by filing date | principal |
| PENN ENTERTAINMENT INC | 707569AU3 | NOTE 2.750% 5/1 | 1,115,000 | $3,719,000 | thousands by filing date | principal |
| RADIUS HEALTH INC | 750469AA6 | NOTE | 4,000,000 | $3,693,000 | thousands by filing date | principal |
| ELANCO ANIMAL HEALTH INC | 28414H202 | CONV | 66,385 | $3,561,000 | thousands by filing date | |
| MERITOR INC | 59001KAF7 | NOTE 3.250%10/1 | 3,294,000 | $3,497,000 | thousands by filing date | principal |
| FLAGSTAR BANK NATIONAL ASSOC | 64944P307 | UNIT 05/07/2051 | 67,000 | $3,394,000 | thousands by filing date | |
| HELLO GROUP INC | 60879BAB3 | NOTE 1.250% 7/0 | 3,750,000 | $3,335,000 | thousands by filing date | principal |
| NRG ENERGY INC | 629377CG5 | DBCV 2.750% 6/0 | 2,850,000 | $3,312,000 | thousands by filing date | principal |
| Granite Construction Inc | 387328AB3 | CV | 2,195,000 | $3,172,000 | thousands by filing date | principal |
| WINNEBAGO INDS INC | 974637AB6 | BOND | 2,458,000 | $3,151,000 | thousands by filing date | principal |
| VANECK ETF TRUST | 92189F437 | COM | 95,499 | $3,140,000 | thousands by filing date | |
| iShares Russell 2000 ETF | 464287655 | SHS | 13,640 | $3,127,000 | thousands by filing date | |
| NEW RELIC INC | 64829BAB6 | NOTE 0.500% 5/0 | 3,150,000 | $3,108,000 | thousands by filing date | principal |
| NANOSTRING TECHNOLOGIES INC | 63009RAD1 | BOND | 1,968,000 | $3,104,000 | thousands by filing date | principal |
| AKAMAI TECHNOLOGIES INC | 00971TAL5 | NOTE 0.375% 9/0 | 2,681,000 | $3,102,000 | thousands by filing date | principal |
| INTEGRA LIFESCIENCES HLDGS C | 457985AM1 | NOTE 0.500% 8/1 | 2,809,000 | $3,100,000 | thousands by filing date | principal |
| WORKIVA INC | 98139AAB1 | NOTE 1.125% 8/1 | 2,000,000 | $3,043,000 | thousands by filing date | principal |
| Energy Select Sector SPDR Fund | 81369Y506 | SHS | 54,923 | $2,961,000 | thousands by filing date | |
| Amazon.com, Inc | 023135106 | COM | 852 | $2,932,000 | thousands by filing date | |
| FLEXION THERAPEUTICS INC | 33938JAB2 | NOTE | 3,250,000 | $2,918,000 | thousands by filing date | principal |
| IQIYI INC | 46267XAD0 | NOTE 2.000% 4/0 | 3,068,000 | $2,858,000 | thousands by filing date | principal |
| Financial Select Sector SPDR Fund | 81369Y605 | SHS | 77,801 | $2,855,000 | thousands by filing date | |
| Alphabet Inc. Reg. Shares A | 02079K305 | COM | 1,145 | $2,795,000 | thousands by filing date | |
| PRA GROUP INC | 69354NAB2 | Convertible Debt | 2,500,000 | $2,684,000 | thousands by filing date | principal |
| Q2 HLDGS INC | 74736LAD1 | NOTE 0.750% 6/0 | 2,028,000 | $2,650,000 | thousands by filing date | principal |
| THERAVANCE INC | 88338TAB0 | CORPORATE OBLIG | 2,500,000 | $2,540,000 | thousands by filing date | principal |
| I3 VERTICALS LLC | 44933TAB2 | NOTE 1.000% 2/1 | 2,500,000 | $2,528,000 | thousands by filing date | principal |
| RWT HLDGS INC | 749772AD1 | NOTE 5.750%10/0 | 2,500,000 | $2,522,000 | thousands by filing date | principal |
| FIRST TR EXCHANGE-TRADED FD | 33734X853 | INTL EQUITY OPP | 36,730 | $2,511,000 | thousands by filing date | |
| ENCORE CAP EUROPE FIN LTD | 29260UAA5 | BOND | 2,000,000 | $2,506,000 | thousands by filing date | principal |
| LIGAND PHARMACEUTICALS INC | 53220KAF5 | NOTE 0.750% 5/1 | 2,500,000 | $2,471,000 | thousands by filing date | principal |
| SPLUNK INC | 848637AF1 | NOTE 1.125% 6/1 | 2,500,000 | $2,437,000 | thousands by filing date | principal |
| OSI SYSTEMS INC | 671044AD7 | NOTE 1.250% 9/0 | 2,250,000 | $2,388,000 | thousands by filing date | principal |
| ISHARES TR MSCI EURO FL ETF | 464289180 | MSCI EURO FL ETF | 120,787 | $2,361,000 | thousands by filing date | |
| MICROCHIP TECHNOLOGY INC. | 595017AH7 | NOTE 2.250% 2/1 | 1,060,000 | $2,358,000 | thousands by filing date | principal |
| TRAVERE THERAPEUTICS INC | 761299AB2 | NOTE 2.500% 9/1 | 2,750,000 | $2,296,000 | thousands by filing date | principal |
| DTE ENERGY CO | 233331842 | UNIT 11/01/2022 | 46,070 | $2,278,000 | thousands by filing date | |
| SABRE GLBL INC | 78573NAE2 | BOND | 1,250,000 | $2,275,000 | thousands by filing date | principal |
| iShares MSCI ACWI ex U.S. ETF | 464288240 | SHS | 38,551 | $2,217,000 | thousands by filing date | |
| GOSSAMER BIO INC | 38341PAA0 | NOTE 5.000% 6/0 | 2,750,000 | $2,209,000 | thousands by filing date | principal |
| WESTERN ASSET MORTGAGE CAPIT | 95790DAA3 | NOTE 6.750%10/0 | 2,297,000 | $2,205,000 | thousands by filing date | principal |
| SOUTHERN CO | 842587602 | UNIT 08/01/2022 | 42,400 | $2,146,000 | thousands by filing date | |
| VONAGE HLDGS CORP | 92886TAJ1 | NOTE 1.750% 6/0 | 1,850,000 | $2,062,000 | thousands by filing date | principal |
| REDWOOD TRUST INC | 758075AD7 | BOND | 2,000,000 | $2,055,000 | thousands by filing date | principal |
| 2U INC | 90214JAB7 | NOTE 2.250% 5/0 | 1,250,000 | $2,055,000 | thousands by filing date | principal |
| TABULA RASA HEALTHCARE INC | 873379AA9 | NOTE | 2,000,000 | $2,047,000 | thousands by filing date | principal |
| COHERUS BIOSCIENCES INC | 19249HAB9 | BOND | 2,000,000 | $2,044,000 | thousands by filing date | principal |
| AIR TRANS SVCS GROUP INC | 00922RAB1 | BOND | 2,000,000 | $2,027,000 | thousands by filing date | principal |
| INFINERA CORP | 45667GAC7 | BOND | 1,650,000 | $2,018,000 | thousands by filing date | principal |
| ISTAR INC | 45031UCB5 | NOTE 3.125% 9/1 | 1,300,000 | $1,964,000 | thousands by filing date | principal |
| META PLATFORMS INC CL A | 30303M102 | COM | 5,473 | $1,902,000 | thousands by filing date | |
| 8X8 INC NEW | 282914AB6 | BOND | 1,500,000 | $1,858,000 | thousands by filing date | principal |
| AVAYA HLDGS CORP | 05351XAB7 | NOTE 2.250% 6/1 | 1,550,000 | $1,809,000 | thousands by filing date | principal |
| DOMINION ENERGY INC | 25746U133 | UNIT 99/99/9999 | 18,590 | $1,806,000 | thousands by filing date | |
| GOLAR LNG LTD | 38046YAB7 | NOTE 2.750% 2/1 | 1,800,000 | $1,785,000 | thousands by filing date | principal |
| IONIS PHARMACEUTICALS INC | 462222AB6 | NOTE 0.125%12/1 | 1,905,000 | $1,757,000 | thousands by filing date | principal |
| ENVESTNET INC | 29404KAB2 | BOND | 1,430,000 | $1,751,000 | thousands by filing date | principal |
| AMERICAN ELEC PWR CO INC | 025537127 | UNIT 03/15/2022 | 35,605 | $1,749,000 | thousands by filing date | |
| GLOBAL X FDS | 37954Y673 | US INFR DEV ETF | 67,622 | $1,739,000 | thousands by filing date | |
| DBX ETF TR XTRACK HRVST CSI | 233051879 | XTRACK HRVST CSI | 42,850 | $1,736,000 | thousands by filing date | |
| YY INC | 98426TAF3 | NOTE 1.375% 6/1 | 1,750,000 | $1,735,000 | thousands by filing date | principal |
| ALGONQUIN PWR UTILS CORP | 015857873 | CONV | 35,000 | $1,733,000 | thousands by filing date | |
| EVERBRIDGE INC | 29978AAC8 | NOTE 0.125%12/1 | 1,250,000 | $1,705,000 | thousands by filing date | principal |
| KAMAN CORP | 483548AF0 | BOND | 1,600,000 | $1,688,000 | thousands by filing date | principal |
| SHIP FIN INTL LTD | 824689AG8 | NOTE 4.875% 5/0 | 1,750,000 | $1,672,000 | thousands by filing date | principal |
| iShares Core MSCI Emerging Markets ETF | 46434G103 | SHS | 24,902 | $1,669,000 | thousands by filing date | |
| JPMorgan Chase & Co | 46625H100 | COM | 10,684 | $1,664,000 | thousands by filing date | |
| THERAVANCE BIOPHARMA | 88339KAA0 | NOTE 3.250%11/0 | 1,750,000 | $1,658,000 | thousands by filing date | principal |
| HOPE BANCORP INC | 43940TAB5 | NOTE 2.000% 5/1 | 1,600,000 | $1,565,000 | thousands by filing date | principal |
| Utilities Select Sector SPDR Fund | 81369Y886 | SHS | 23,619 | $1,495,000 | thousands by filing date | |
| NCL CORP LTD | 62886HAT8 | NOTE 6.000% 5/1 | 582,000 | $1,351,000 | thousands by filing date | principal |
| CHEGG INC | 163092AD1 | NOTE 0.125% 3/1 | 738,000 | $1,242,000 | thousands by filing date | principal |
| KIMBERLY-CLARK CORP COM | 494368103 | Stock | 8,685 | $1,162,000 | thousands by filing date | |
| Home Depot, Inc | 437076102 | COM | 3,593 | $1,149,000 | thousands by filing date | |
| Berkshire Hathaway Inc | 084670702 | COM | 4,054 | $1,127,000 | thousands by filing date | |
| NVIDIA Corp | 67066G104 | COM | 1,285 | $1,028,000 | thousands by filing date | |
| ETSY INC | 29786AAJ5 | NOTE 0.125%10/0 | 422,000 | $1,014,000 | thousands by filing date | principal |
| HELIX ENERGY SOLUTIONS GRP I | 42330PAJ6 | NOTE 4.125% 9/1 | 1,000,000 | $994,000 | thousands by filing date | principal |
| Johnson & Johnson | 478160104 | COM | 5,994 | $986,000 | thousands by filing date | |
| Bank of America Corp | 060505104 | COM | 23,489 | $968,000 | thousands by filing date | |
| Procter & Gamble Co | 742718109 | COM | 6,805 | $916,000 | thousands by filing date | |
| UnitedHealth Group Inc | 91324P102 | COM | 2,261 | $905,000 | thousands by filing date | |
| Visa Inc | 92826C839 | COM | 3,556 | $831,000 | thousands by filing date | |
| ISHARES TR | 464287739 | U.S. REAL ES ETF | 7,491 | $763,000 | thousands by filing date | |
| MARRIOTT VACTINS WORLDWID CO | 57164YAB3 | NOTE 1.500% 9/1 | 640,000 | $763,000 | thousands by filing date | principal |
| Pfizer Inc. | 717081103 | COM | 18,704 | $733,000 | thousands by filing date | |
| Walt Disney Co | 254687106 | COM | 4,169 | $733,000 | thousands by filing date | |
| GREEN PLAINS INC | 393222AK0 | NOTE 2.250% 3/1 | 569,000 | $731,000 | thousands by filing date | principal |
| LOEWS CORP COM | 540424108 | Stock | 13,232 | $723,000 | thousands by filing date | |
| INSMED INC | 457669AA7 | NOTE 1.750% 1/1 | 667,000 | $696,000 | thousands by filing date | principal |
| COLONY STARWOOD HOMES | 19625XAB8 | NOTE 3.500% 1/1 | 419,000 | $683,000 | thousands by filing date | principal |
| PAYPALHLDGSINC | 70450Y103 | STOK | 2,279 | $665,000 | thousands by filing date | |
| Verizon Communications Inc | 92343V104 | COM | 11,223 | $628,000 | thousands by filing date | |
| Comcast Corp | 20030N101 | COM | 10,762 | $613,000 | thousands by filing date | |
| Union Pacific Corporation | 907818108 | COM | 2,752 | $607,000 | thousands by filing date | |
| FORTIVE CORP | 34959JAK4 | NOTE 0.875% 2/1 | 595,000 | $596,000 | thousands by filing date | principal |
| Cisco Systems,Inc. | 17275R102 | COM | 11,260 | $595,000 | thousands by filing date | |
| Abbott Laboratories | 002824100 | COM | 5,091 | $592,000 | thousands by filing date | |
| SPLUNK INC | 848637AD6 | BOND | 479,000 | $585,000 | thousands by filing date | principal |
| Danaher Corporation | 235851102 | COM | 2,163 | $582,000 | thousands by filing date | |
| LIBERTY MEDIA CORP | 530715AN1 | DEB 3.500% 1/1 | 500,000 | $573,000 | thousands by filing date | principal |
| CREE INC | 225447AB7 | NOTE 0.875% 9/0 | 336,000 | $560,000 | thousands by filing date | principal |
| MasterCard, Inc | 57636Q104 | COM | 1,535 | $558,000 | thousands by filing date | |
| iShares Floating Rate Bond ETF | 46429B655 | SHS | 10,689 | $545,000 | thousands by filing date | |
| Coca-Cola Company | 191216100 | COM | 9,952 | $538,000 | thousands by filing date | |
| FIRST TR EXCHANGE TRADED FD | 33738R100 | MULTI ASSET DI | 31,521 | $535,000 | thousands by filing date | |
| iShares Mortgage Real Estate ETF | 46435G342 | SHS | 14,363 | $533,000 | thousands by filing date | |
| Intel Corp | 458140100 | COM | 9,262 | $521,000 | thousands by filing date | |
| Adobe Inc | 00724F101 | COM | 891 | $519,000 | thousands by filing date | |
| Intercontinental Exchange,Inc. | 45866F104 | COM | 4,359 | $517,000 | thousands by filing date | |
| HERCULES CAPITAL INC | 427096AF9 | DBCV 4.375% 2/0 | 488,000 | $517,000 | thousands by filing date | principal |
| Costco Wholesale Corporation | 22160K105 | COM | 1,295 | $512,000 | thousands by filing date | |
| PepsiCo,Inc. | 713448108 | COM | 3,387 | $501,000 | thousands by filing date | |
| Merck & Co.,Inc. | 58933Y105 | COM | 6,402 | $500,000 | thousands by filing date | |
| McDonalds Corporation | 580135101 | COM | 2,145 | $494,000 | thousands by filing date | |
| Amgen Inc. | 031162100 | COM | 2,014 | $488,000 | thousands by filing date | |
| Applied Materials,Inc. | 038222105 | COM | 3,350 | $477,000 | thousands by filing date | |
| Wells Fargo & Company | 949746101 | COM | 10,473 | $474,000 | thousands by filing date | |
| BRIDGEBIO PHARMA INC | 10806XAB8 | NOTE 2.500% 3/1 | 279,000 | $458,000 | thousands by filing date | principal |
| ISHARES TR | 464287457 | COM | 5,302 | $457,000 | thousands by filing date | |
| INTERNATIONAL FLAVORS&FRAGRA | 459506309 | UNIT 09/15/2021 | 9,030 | $457,000 | thousands by filing date | |
| Broadcom Inc. | 11135F101 | COM | 933 | $444,000 | thousands by filing date | |
| Thermo Fisher Scientific Inc. | 883556102 | COM | 876 | $443,000 | thousands by filing date | |
| ESSENTIAL UTILS INC | 29670G201 | UNIT 04/30/2022 | 7,430 | $425,000 | thousands by filing date | |
| NIKE,Inc. Class B | 654106103 | COM | 2,687 | $417,000 | thousands by filing date | |
| Oracle Corporation | 68389X105 | COM | 5,337 | $413,000 | thousands by filing date | |
| Tesla Motors, Inc | 88160R101 | COM | 607 | $412,000 | thousands by filing date | |
| Boeing Company | 097023105 | COM | 1,705 | $409,000 | thousands by filing date | |
| AT&T Inc | 00206R102 | COM | 14,173 | $408,000 | thousands by filing date | |
| AbbVie,Inc. | 00287Y109 | COM | 3,537 | $400,000 | thousands by filing date | |
| Medtronic Plc | G5960L103 | COM | 3,226 | $400,000 | thousands by filing date | |
| Honeywell Technologies | 438516106 | COM | 1,792 | $393,000 | thousands by filing date | |
| Chevron Corporation | 166764100 | COM | 3,639 | $382,000 | thousands by filing date | |
| Salesforce.com, Inc | 79466L302 | COM | 1,561 | $382,000 | thousands by filing date | |
| TAIWAN SEMICONDUCTOR MFG | 874039100 | SPONSORED ADS | 2,836 | $341,000 | thousands by filing date | |
| GENERAL MTRS CO COM | 37045V100 | Stock | 5,786 | $341,000 | thousands by filing date | |
| Accenture Plc Class A | G1151C101 | COM | 1,151 | $340,000 | thousands by filing date | |
| Netflix, Inc | 64110L106 | COM | 629 | $334,000 | thousands by filing date | |
| Walmart Inc. | 931142103 | COM | 2,369 | $333,000 | thousands by filing date | |
| REVVITY INC | 714046109 | COM | 2,154 | $332,000 | thousands by filing date | |
| Eaton Corp. Plc | G29183103 | COM | 2,195 | $326,000 | thousands by filing date | |
| SOMNIGROUP INTERNATIONAL INC COM | 88023U101 | Stock | 8,075 | $317,000 | thousands by filing date | |
| BLOCK INC | 852234AF0 | NOTE 0.125% 3/0 | 153,000 | $314,000 | thousands by filing date | principal |
| SOUTHWESTAIRLSCO | 844741108 | STOK | 5,878 | $311,000 | thousands by filing date | |
| PIONEER NATURAL RESOURCES CO | 723787107 | COM | 1,915 | $310,000 | thousands by filing date | |
| ServiceNow,Inc. | 81762P102 | COM | 551 | $303,000 | thousands by filing date | |
| Micron Technology,Inc. | 595112103 | COM | 3,537 | $300,000 | thousands by filing date | |
| Citigroup Inc. | 172967424 | COM | 4,186 | $297,000 | thousands by filing date | |
| D R HORTON INC COM | 23331A109 | Stock | 3,276 | $296,000 | thousands by filing date | |
| Bristol-Myers Squibb Company | 110122108 | COM | 4,318 | $288,000 | thousands by filing date | |
| WORLD WRESTLING ENTMT INC | 98156QAB4 | BOND | 118,000 | $283,000 | thousands by filing date | principal |
| United Parcel Service,Inc. Class B | 911312106 | COM | 1,333 | $277,000 | thousands by filing date | |
| NEUROCRINE BIOSCIENCES INC | 64125CAD1 | NOTE 2.250% 5/1 | 207,000 | $274,000 | thousands by filing date | principal |
| Morgan Stanley | 617446448 | COM | 2,966 | $273,000 | thousands by filing date | |
| LABORATORY CORP OF AMERICA | 50540R409 | COM NEW | 971 | $268,000 | thousands by filing date | |
| ARCELORMITTAL SA LUXEMBOURG NY REGISTRY SH | 03938L203 | ADR | 8,381 | $261,000 | thousands by filing date | |
| CLEVELAND-CLIFFS INC NEW COM | 185899101 | Stock | 12,154 | $261,000 | thousands by filing date | |
| PRUDENTIAL FINL INC COM | 744320102 | Stock | 2,528 | $260,000 | thousands by filing date | |
| INSIGHT ENTERPRISES INC | 45765UAB9 | NOTE 0.750% 2/1 | 170,000 | $260,000 | thousands by filing date | principal |
| Deere & Company | 244199105 | COM | 728 | $256,000 | thousands by filing date | |
| Intuit Inc. | 461202103 | COM | 523 | $256,000 | thousands by filing date | |
| LPL FINL HLDGS INC COM | 50212V100 | Stock | 1,909 | $256,000 | thousands by filing date | |
| NORWEGIAN CRUISE LINE HLDGS LT SHS | G66721104 | Stock | 8,565 | $254,000 | thousands by filing date | |
| LIBERTY MEDIA CORP DEL | 531229854 | COM SER C FRMLA | 5,273 | $254,000 | thousands by filing date | |
| PARKER-HANNIFIN CORP COM | 701094104 | Stock | 817 | $252,000 | thousands by filing date | |
| PHILLIPS 66 COM | 718546104 | Stock | 2,941 | $252,000 | thousands by filing date | |
| LINDE PLC | G5494J103 | SHS | 869 | $252,000 | thousands by filing date | |
| Qualcomm Incorporated | 747525103 | COM | 1,755 | $251,000 | thousands by filing date | |
| OREILLY AUTOMOTIVE INC COM | 67103H107 | Stock | 444 | $251,000 | thousands by filing date | |
| 3M CO COM | 88579Y101 | Stock | 1,250 | $251,000 | thousands by filing date | |
| PUBMATIC INC CLASS A | 74467Q103 | COMMON STOCK | 6,416 | $251,000 | thousands by filing date | |
| Lockheed Martin Corporation | 539830109 | COM | 659 | $249,000 | thousands by filing date | |
| DICKS SPORTING GOODS INC COM | 253393102 | Stock | 2,454 | $247,000 | thousands by filing date | |
| Lowes Companies,Inc. | 548661107 | COM | 1,261 | $246,000 | thousands by filing date | |
| DOVER CORP COM | 260003108 | Stock | 1,636 | $245,000 | thousands by filing date | |
| MOTOROLA SOLUTIONS INC COM NEW | 620076307 | Stock | 1,110 | $241,000 | thousands by filing date | |
| FREEPORT MCMORAN INC CL B | 35671D857 | Stock | 6,423 | $240,000 | thousands by filing date | |
| CVS Health Corporation | 126650100 | COM | 2,852 | $239,000 | thousands by filing date | |
| CUMMINS INC COM | 231021106 | Stock | 979 | $239,000 | thousands by filing date | |
| Texas Instruments Incorporated | 882508104 | COM | 1,223 | $236,000 | thousands by filing date | |
| MARCUS CORPORATION | 566330106 | COMMON STOCK | 11,003 | $233,000 | thousands by filing date | |
| ILLINOIS TOOL WKS INC | 452308109 | COM | 1,030 | $231,000 | thousands by filing date | |
| ISHARES TR | 464287838 | U.S. BAS MTL ETF | 1,753 | $230,000 | thousands by filing date | |
| AIR PRODS & CHEMS INC | 009158106 | COM | 789 | $227,000 | thousands by filing date | |
| AMERICAN INTL GROUP INC COM NEW | 026874784 | Stock | 4,704 | $225,000 | thousands by filing date | |
| STEEL DYNAMICS INC COM | 858119100 | Stock | 3,741 | $223,000 | thousands by filing date | |
| WESTERN DIGITAL CORP | 958102105 | COM | 3,064 | $219,000 | thousands by filing date | |
| LAM RESEARCH CORP | 512807108 | COM | 327 | $215,000 | thousands by filing date | |
| ZENDESK INC | 98936J101 | COM | 1,475 | $214,000 | thousands by filing date | |
| FEDEX CORP COM | 31428X106 | Stock | 715 | $213,000 | thousands by filing date | |
| WILLIAMS COS INC COM | 969457100 | Stock | 7,992 | $212,000 | thousands by filing date | |
| Gilead Sciences,Inc. | 375558103 | COM | 3,034 | $209,000 | thousands by filing date | |
| MARVELL TECHNOLOGY INC | 573874104 | COM | 3,529 | $207,000 | thousands by filing date | |
| ARES CAPITAL CORP | 04010L103 | COM | 10,445 | $207,000 | thousands by filing date | |
| BLOOMIN BRANDS INC | 094235108 | COM | 7,548 | $206,000 | thousands by filing date | |
| Caterpillar Inc. | 149123101 | COM | 941 | $205,000 | thousands by filing date | |
| CHAMPIONX CORPORATION | 15872M104 | COM | 7,977 | $205,000 | thousands by filing date | |
| Starbucks Corporation | 855244109 | COM | 1,780 | $200,000 | thousands by filing date | |
| BIOGEN INC COM | 09062X103 | Stock | 570 | $200,000 | thousands by filing date | |
| NORTHROP GRUMMAN CORP COM | 666807102 | Stock | 551 | $200,000 | thousands by filing date | |
| MICROCHIP TECHNOLOGY INC. | 595017AU8 | NOTE 0.125%11/1 | 160,000 | $181,000 | thousands by filing date | principal |
| CSG SYS INTL INC | 126349AF6 | NOTE 4.250% 3/1 | 106,000 | $110,000 | thousands by filing date | principal |
| ROSECLIFF ACQUISITION CORP I | 77732R202 | UNIT 99/99/9999 | 10,000 | $100,000 | thousands by filing date | |
| PALO ALTO NETWORKS INC | 697435AF2 | NOTE 0.375% 6/0 | 67,000 | $91,000 | thousands by filing date | principal |
| NICE SYS INC | 65366HAB9 | BOND | 25,000 | $74,000 | thousands by filing date | principal |
| MICROCHIP TECHNOLOGY INC. | 595017AD6 | NOTE 1.625% 2/1 | 11,000 | $36,000 | thousands by filing date | principal |
| ATLAS AIR WORLDWIDE HLDGS IN | 049164BJ4 | NOTE 1.875% 6/0 | 17,000 | $22,000 | thousands by filing date | principal |
Amendment chain
| Filing | Role | Filed | Accepted | Ingested |
|---|---|---|---|---|
| 13F-HR 0001172661-21-001718 | this filing | 2021-08-16 | acceptance time not in the bulk data set |