13F-HR filed by SSI INVESTMENT MANAGEMENT LLC
SSI INVESTMENT MANAGEMENT LLC filed this 13F-HR for the quarter ended 2022-09-30, filed 2022-11-04, with 284 holding rows worth $1,489,450,000.
- Accession
- 0001172661-22-002291
- Filer
- CIK 938487
- Filed
- 2022-11-04
- Accepted by EDGAR
- acceptance time not in the bulk data set
- Ingested
- Source
- SEC quarterly data set
13F report for Q3 2022
A holdings report, 628 entries on the cover page, a total value of $1,489,450,000 stated on the cover page (in dollars after the unit check, H1), rows summing to $1,489,450,000 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 | 199,236 | $71,458,000 | thousands by filing date | |
| PIONEER NAT RES CO | 723787AP2 | NOTE 0.250% 5/1 | 22,631,000 | $49,017,000 | thousands by filing date | principal |
| SOUTHWEST AIRLS CO | 844741BG2 | NOTE 1.250% 5/0 | 39,934,000 | $45,580,000 | thousands by filing date | principal |
| PALO ALTO NETWORKS INC | 697435AD7 | NOTE 0.750% 7/0 | 19,483,000 | $36,119,000 | thousands by filing date | principal |
| DEXCOM INC | 252131AK3 | NOTE 0.250%11/1 | 34,177,000 | $31,482,000 | thousands by filing date | principal |
| BOOKING HOLDINGS INC | 09857LAN8 | NOTE 0.750% 5/0 | 25,778,000 | $30,961,000 | thousands by filing date | principal |
| NEXTERA ENERGY INC | 65339F770 | CONV | 601,470 | $29,817,000 | thousands by filing date | |
| ENPHASE ENERGY INC | 29355AAK3 | NOTE 3/0 | 23,551,000 | $27,956,000 | thousands by filing date | principal |
| ANTHEM INC | 94973VBG1 | NOTE 2.750%10/1 | 4,143,000 | $26,779,000 | thousands by filing date | principal |
| EXPEDIA GROUP INC | 30212PBE4 | NOTE 2/1 | 28,266,000 | $24,450,000 | thousands by filing date | principal |
| WELLS FARGO & CO | 949746804 | PERP PFD CNV A | 18,425 | $22,054,000 | thousands by filing date | |
| ETSY INC | 29786AAL0 | NOTE 0.125% 9/0 | 22,712,000 | $19,954,000 | thousands by filing date | principal |
| ISHARES TR | 464287440 | 7-10 YR TRSY BD | 205,890 | $19,764,000 | thousands by filing date | |
| SPLUNK INC | 848637AD6 | BOND | 21,951,000 | $19,315,000 | thousands by filing date | principal |
| CLOUDFLARE INC | 18915MAC1 | NOTE 8/1 | 23,685,000 | $18,405,000 | thousands by filing date | principal |
| JAZZ INVESTMENTS I LTD | 472145AF8 | NOTE 2.000% 6/1 | 16,701,000 | $17,870,000 | thousands by filing date | principal |
| FORD MTR CO | 345370CZ1 | NOTE 3/1 | 17,296,000 | $15,816,000 | thousands by filing date | principal |
| UBER TECHNOLOGIES INC | 90353TAJ9 | NOTE 12/1 | 18,835,000 | $15,631,000 | thousands by filing date | principal |
| ON SEMICONDUCTOR CORP | 682189AS4 | NOTE 5/0 | 11,581,000 | $15,272,000 | thousands by filing date | principal |
| VANGUARD STAR FDS | 921909768 | COM | 332,359 | $15,211,000 | thousands by filing date | |
| MICROCHIP TECHNOLOGY INC. | 595017AU8 | NOTE 0.125%11/1 | 14,885,000 | $15,070,000 | thousands by filing date | principal |
| SAREPTA THERAPEUTICS INC | 803607AC4 | DEBT 1.250% 9/1 | 14,605,000 | $15,038,000 | thousands by filing date | principal |
| AKAMAI TECHNOLOGIES INC | 00971TAL5 | NOTE 0.375% 9/0 | 15,669,000 | $14,583,000 | thousands by filing date | principal |
| BIOMARIN PHARMACEUTICAL INC | 09061GAH4 | NOTE 0.599% 8/0 | 14,257,000 | $14,128,000 | thousands by filing date | principal |
| LUMENTUM HLDGS INC | 55024UAD1 | NOTE 0.500%12/1 | 14,481,000 | $13,501,000 | thousands by filing date | principal |
| DANAHER CORPORATION | 235851409 | CONV | 9,887 | $13,248,000 | thousands by filing date | |
| EQT CORP | 26884LAK5 | NOTE 1.750% 5/0 | 4,798,000 | $13,223,000 | thousands by filing date | principal |
| OKTA INC | 679295AD7 | NOTE 0.125% 9/0 | 15,166,000 | $12,663,000 | thousands by filing date | principal |
| BLOCK INC | 852234AF0 | NOTE 0.125% 3/0 | 13,641,000 | $12,360,000 | thousands by filing date | principal |
| ILLUMINA INC | 452327AK5 | NOTE 8/1 | 12,551,000 | $11,988,000 | thousands by filing date | principal |
| RINGCENTRAL INC | 76680RAF4 | NOTE 3/0 | 14,080,000 | $11,846,000 | thousands by filing date | principal |
| ARES CAPITAL CORP | 04010LAW3 | NOTE 4.625% 3/0 | 11,599,000 | $11,839,000 | thousands by filing date | principal |
| VERINT SYSTEMS INC | 92343XAC4 | BOND | 13,906,000 | $11,573,000 | thousands by filing date | principal |
| PEBBLEBROOK HOTEL TR | 70509VAA8 | NOTE 1.750%12/1 | 13,345,000 | $11,382,000 | thousands by filing date | principal |
| INSULET CORP | 45784PAK7 | NOTE 0.375% 9/0 | 9,345,000 | $11,014,000 | thousands by filing date | principal |
| REVANCE THERAPEUTICS INC | 761330AB5 | BOND | 9,910,000 | $10,755,000 | thousands by filing date | principal |
| AIRBNB INC CLASS A | 009066AB7 | CLASS A | 12,867,000 | $10,653,000 | thousands by filing date | principal |
| NISOURCE INC | 65473P121 | CONV | 103,475 | $10,371,000 | thousands by filing date | |
| AMERICAN ELEC PWR CO INC | 02557T307 | UNIT 08/15/2023 | 204,190 | $10,086,000 | thousands by filing date | |
| MACOM TECH SOLUTIONS HLDGS I | 55405YAB6 | NOTE 0.250% 3/1 | 11,004,000 | $10,076,000 | thousands by filing date | principal |
| SUMMIT HOTEL PPTYS | 866082AA8 | NOTE 1.500% 2/1 | 11,594,000 | $9,613,000 | thousands by filing date | principal |
| ZSCALER INC | 98980GAB8 | NOTE 0.125% 7/0 | 7,546,000 | $9,609,000 | thousands by filing date | principal |
| EURONET WORLDWIDE INC | 298736AL3 | NOTE 0.750% 3/1 | 10,651,000 | $9,572,000 | thousands by filing date | principal |
| COUPA SOFTWARE INC | 22266LAC0 | NOTE 0.125% 6/1 | 11,348,000 | $9,571,000 | thousands by filing date | principal |
| GREEN PLAINS INC | 393222AK0 | NOTE 2.250% 3/1 | 8,125,000 | $9,291,000 | thousands by filing date | principal |
| ENVESTNET INC | 29404KAE6 | NOTE 0.750% 8/1 | 10,972,000 | $9,174,000 | thousands by filing date | principal |
| CYBERARK SOFTWARE LTD | 23248VAB1 | NOTE 11/1 | 8,046,000 | $9,155,000 | thousands by filing date | principal |
| FIRST TRUST LOW DURATION OPPORTUNITIES ETF | 33739Q200 | ETF | 193,009 | $9,140,000 | thousands by filing date | |
| HAEMONETICS CORP MASS | 405024AB6 | NOTE 3/0 | 11,327,000 | $9,006,000 | thousands by filing date | principal |
| BILL HOLDINGS INC | 090043AB6 | NOTE 12/0 | 8,204,000 | $9,001,000 | thousands by filing date | principal |
| PACIRA BIOSCIENCES INC | 695127AF7 | NOTE 0.750% 8/0 | 8,859,000 | $8,694,000 | thousands by filing date | principal |
| PG&E CORP | 69331C140 | CONV | 75,310 | $8,635,000 | thousands by filing date | |
| MAKEMYTRIP LIMITED MAURITIUS | 56087FAB0 | NOTE 2/1 | 8,057,000 | $8,394,000 | thousands by filing date | principal |
| SPDR SER TR | 78464A359 | BBG CONV SEC ETF | 131,686 | $8,335,000 | thousands by filing date | |
| FIVE9 INC | 338307AD3 | NOTE 0.500% 6/0 | 9,131,000 | $8,281,000 | thousands by filing date | principal |
| GREENBRIER COS INC | 393657AM3 | NOTE 2.875% 4/1 | 10,298,000 | $8,143,000 | thousands by filing date | principal |
| Shift4 Payments Inc | 82452JAB5 | Convertible bond | 9,108,000 | $8,039,000 | thousands by filing date | principal |
| INSMED INC | 457669AB5 | NOTE 0.750% 6/0 | 8,749,000 | $7,931,000 | thousands by filing date | principal |
| PARSONS CORP DEL | 70202LAB8 | BOND | 7,586,000 | $7,803,000 | thousands by filing date | principal |
| TYLER TEX INDPT SCH DIST | 902252AB1 | NOTE 0.250% 3/1 | 8,246,000 | $7,793,000 | thousands by filing date | principal |
| BOSTON SCIENTIFIC CORP | 101137206 | CONV | 75,780 | $7,755,000 | thousands by filing date | |
| AIR TRANS SVCS GROUP INC | 00922RAB1 | BOND | 7,771,000 | $7,754,000 | thousands by filing date | principal |
| LIVE NATION ENTERTAINMENT IN | 538034AU3 | NOTE 2.000% 2/1 | 7,746,000 | $7,662,000 | thousands by filing date | principal |
| TWITTER INC | 90184LAF9 | NOTE 0.250% 6/1 | 7,535,000 | $7,643,000 | thousands by filing date | principal |
| BECTON DICKINSON & CO | 075887406 | CONV | 163,725 | $7,640,000 | thousands by filing date | |
| DTE ENERGY CO | 233331842 | UNIT 11/01/2022 | 152,360 | $7,600,000 | thousands by filing date | |
| DROPBOX INC | 26210CAD6 | NOTE 3/0 | 8,857,000 | $7,529,000 | thousands by filing date | principal |
| VAIL RESORTS INC | 91879QAN9 | NOTE 1/0 | 8,590,000 | $7,481,000 | thousands by filing date | principal |
| LIBERTY MEDIA CORP DEL | 531229AB8 | NOTE 1.375%10/1 | 6,161,000 | $7,378,000 | thousands by filing date | principal |
| DICKS SPORTING GOODS INC | 253393AD4 | NOTE 3.250% 4/1 | 2,206,000 | $7,202,000 | thousands by filing date | principal |
| BOX INC | 10316TAB0 | NOTE 1/1 | 6,490,000 | $7,148,000 | thousands by filing date | principal |
| BENTLEY SYS INC | 08265TAB5 | NOTE 0.125% 1/1 | 8,522,000 | $7,115,000 | thousands by filing date | principal |
| COHERUS BIOSCIENCES INC | 19249HAB9 | BOND | 8,939,000 | $6,982,000 | thousands by filing date | principal |
| BLOOM ENERGY CORP | 093712AH0 | COM CL A | 4,952,000 | $6,889,000 | thousands by filing date | principal |
| IONIS PHARMACEUTICALS INC | 462222AD2 | NOTE 4/0 | 6,945,000 | $6,865,000 | thousands by filing date | principal |
| LYFT INC | 55087PAB0 | NOTE 1.500% 5/1 | 7,670,000 | $6,537,000 | thousands by filing date | principal |
| MFA FINL INC | 55272XAA0 | BOND | 7,500,000 | $6,469,000 | thousands by filing date | principal |
| TRAVERE THERAPEUTICS INC | 89422GAA5 | CNV | 6,341,000 | $6,449,000 | thousands by filing date | principal |
| H World Group Ltd | 44332NAB2 | Convertible bond | 5,750,000 | $6,257,000 | thousands by filing date | principal |
| PTC THERAPEUTICS INC | 69366JAD3 | NOTE 1.500% 9/1 | 5,228,000 | $6,128,000 | thousands by filing date | principal |
| APOLLO COML REAL ESTATE FIN | 03762UAC9 | BOND | 6,250,000 | $6,083,000 | thousands by filing date | principal |
| BURLINGTON STORES INC | 122017AB2 | NOTE 2.250% 4/1 | 6,373,000 | $6,056,000 | thousands by filing date | principal |
| WESTERN DIGITAL CORP. | 958102AP0 | NOTE 1.500% 2/0 | 6,172,000 | $5,846,000 | thousands by filing date | principal |
| ITRON INC | 465741AN6 | NOTE 3/1 | 7,454,000 | $5,819,000 | thousands by filing date | principal |
| VISHAY INTERTECHNOLOGY INC | 928298AP3 | NOTE 2.250% 6/1 | 6,243,000 | $5,803,000 | thousands by filing date | principal |
| PENNYMAC CORP | 70932AAD5 | BOND | 6,000,000 | $5,606,000 | thousands by filing date | principal |
| PROSPECT CAP CORP | 74348TAT9 | BOND | 5,607,000 | $5,552,000 | thousands by filing date | principal |
| CALLAWAY GOLF CO | 131193AE4 | NOTE 2.750% 5/0 | 4,105,000 | $5,297,000 | thousands by filing date | principal |
| LIVENT CORP | 53814LAB4 | BOND | 1,421,000 | $5,119,000 | thousands by filing date | principal |
| HALOZYME THERAPEUTICS INC | 40637HAD1 | NOTE 0.250% 3/0 | 5,833,000 | $4,936,000 | thousands by filing date | principal |
| MARRIOTT VACATIONS WORLDWIDE | 57164YAD9 | NOTE 1/1 | 5,366,000 | $4,931,000 | thousands by filing date | principal |
| JBT MAREL CORPORATION | 477839AB0 | NOTE 0.250% 5/1 | 5,932,000 | $4,907,000 | thousands by filing date | principal |
| ROYAL CARIBBEAN GROUP | 780153BB7 | NOTE 4.250% 6/1 | 4,963,000 | $4,826,000 | thousands by filing date | principal |
| NEUROCRINE BIOSCIENCES INC | 64125CAD1 | NOTE 2.250% 5/1 | 3,423,000 | $4,803,000 | thousands by filing date | principal |
| PURE STORAGE INC | 74624MAB8 | NOTE 0.125% 4/1 | 4,228,000 | $4,773,000 | thousands by filing date | principal |
| IRONWOOD PHARMACEUTICALS INC | 46333XAH1 | NOTE 1.500% 6/1 | 4,671,000 | $4,738,000 | thousands by filing date | principal |
| HANNON ARMSTRONG SUST INFR C | 41068XAD2 | BOND | 5,029,000 | $4,727,000 | thousands by filing date | principal |
| ATI INC | 01741RAK8 | BOND | 2,591,000 | $4,715,000 | thousands by filing date | principal |
| MONGODB INC | 60937PAD8 | NOTE 0.250% 1/1 | 3,957,000 | $4,615,000 | thousands by filing date | principal |
| ALTERYX INC | 02156BAF0 | BOND | 5,669,000 | $4,566,000 | thousands by filing date | principal |
| VANGUARD SCOTTSDALE FDS | 92206C409 | COM | 61,288 | $4,555,000 | thousands by filing date | |
| PROSHARES TR | 74347X849 | INDX FD | 200,000 | $4,461,000 | thousands by filing date | |
| SEA LTD | 81141RAF7 | NOTE 2.375%12/0 | 4,320,000 | $4,314,000 | thousands by filing date | principal |
| ENVISTA HOLDINGS CORPORATION | 29415FAB0 | BOND | 2,614,000 | $4,299,000 | thousands by filing date | principal |
| DATADOG INC | 23804LAB9 | NOTE 0.125% 6/1 | 3,613,000 | $4,292,000 | thousands by filing date | principal |
| FIRST TR EXCH TRADED FD III | 33739E108 | PFD SECS INC ETF | 254,970 | $4,257,000 | thousands by filing date | |
| GRANITE PT MTG TR INC | 38741LAC1 | NOTE 6.375%10/0 | 4,316,000 | $4,206,000 | thousands by filing date | principal |
| FIRST TR EXCHANGE-TRADED FD | 33738D309 | SENIOR LN FD | 94,963 | $4,187,000 | thousands by filing date | |
| LI AUTO INC | 50202MAB8 | NOTE 0.250% 5/0 | 4,047,000 | $4,152,000 | thousands by filing date | principal |
| SILICON LABORATORIES INC | 826919AD4 | NOTE 0.625% 6/1 | 3,453,000 | $4,088,000 | thousands by filing date | principal |
| MAGNITE INC | 55955DAB6 | NOTE 0.250% 3/1 | 5,500,000 | $4,022,000 | thousands by filing date | principal |
| NCL CORP LTD | 62886HAX9 | NOTE 5.375% 8/0 | 3,941,000 | $3,875,000 | thousands by filing date | principal |
| CHEGG INC | 163092AF6 | NOTE 9/0 | 5,000,000 | $3,770,000 | thousands by filing date | principal |
| TWO HARBORS INVENTMENT CORPO | 90187BAB7 | NOTE 6.250% 1/1 | 4,500,000 | $3,763,000 | thousands by filing date | principal |
| NRG ENERGY INC | 629377CG5 | DBCV 2.750% 6/0 | 3,500,000 | $3,725,000 | thousands by filing date | principal |
| Microsoft Corp | 594918104 | COM | 15,868 | $3,695,000 | thousands by filing date | |
| iShares Core MSCI Emerging Markets ETF | 46434G103 | SHS | 85,957 | $3,694,000 | thousands by filing date | |
| PERMIAN RES OPER LLC | 15136AAA0 | NOTE 3.250% 4/0 | 2,750,000 | $3,663,000 | thousands by filing date | principal |
| UPWORK INC | 91688FAB0 | NOTE 0.250% 8/1 | 5,000,000 | $3,656,000 | thousands by filing date | principal |
| LENDINGTREE INC | 52603BAD9 | NOTE 0.500% 7/1 | 5,000,000 | $3,564,000 | thousands by filing date | principal |
| STRIDE INC | 86333MAA6 | NOTE 1.125% 9/0 | 3,500,000 | $3,551,000 | thousands by filing date | principal |
| Apple Inc | 037833100 | COM | 25,218 | $3,485,000 | thousands by filing date | |
| THERAVANCE INC | 88338TAB0 | CORPORATE OBLIG | 3,410,000 | $3,350,000 | thousands by filing date | principal |
| EXACT SCIENCES CORP | 30063PAB1 | NOTE 0.375% 3/1 | 4,750,000 | $3,286,000 | thousands by filing date | principal |
| KKR & CO INC | 48251W401 | CONV | 60,282 | $3,280,000 | thousands by filing date | |
| BANK OF AMER CORP | 060505682 | 7.25%CNV PFD L | 2,790 | $3,273,000 | thousands by filing date | |
| CABLE ONE, INC. | 12685JAG0 | NOTE | 4,250,000 | $3,060,000 | thousands by filing date | principal |
| PROGRESS SOFTWARE CORP | 743312AB6 | NOTE 1.000% 4/1 | 3,250,000 | $3,048,000 | thousands by filing date | principal |
| RWT HLDGS INC | 749772AD1 | NOTE 5.750%10/0 | 3,500,000 | $2,973,000 | thousands by filing date | principal |
| COMMERCE.COM INC | 08975PAB4 | NOTE 0.250%10/0 | 4,000,000 | $2,921,000 | thousands by filing date | principal |
| CHEESECAKE FACTORY INC | 163072AA9 | NOTE 0.375% 6/1 | 3,750,000 | $2,900,000 | thousands by filing date | principal |
| REDWOOD TRUST INC | 758075AD7 | BOND | 3,194,000 | $2,868,000 | thousands by filing date | principal |
| iShares U.S. Technology ETF | 464287721 | SHS | 38,699 | $2,838,000 | thousands by filing date | |
| JAZZ INVESTMENTS I LTD | 472145AD3 | NOTE 1.500% 8/1 | 3,000,000 | $2,829,000 | thousands by filing date | principal |
| SPLUNK INC | 848637AF1 | NOTE 1.125% 6/1 | 3,560,000 | $2,801,000 | thousands by filing date | principal |
| ANYWHERE REAL ESTATE GROUP L | 75606DAP6 | CNV | 4,000,000 | $2,792,000 | thousands by filing date | principal |
| INFINERA CORP | 45667GAC7 | BOND | 3,000,000 | $2,741,000 | thousands by filing date | principal |
| LIVEPERSON INC | 538146AD3 | NOTE 12/1 | 4,000,000 | $2,714,000 | thousands by filing date | principal |
| ZILLOW GROUP INC | 98954MAH4 | NOTE 2.750% 5/1 | 2,924,000 | $2,689,000 | thousands by filing date | principal |
| UPSTART HLDGS INC | 91680MAB3 | NOTE 0.250% 8/1 | 4,750,000 | $2,673,000 | thousands by filing date | principal |
| DISH NETWORK CORPORATION | 25470MAB5 | NOTE 3.375% 8/1 | 3,750,000 | $2,580,000 | thousands by filing date | principal |
| 8X8 INC NEW | 282914AB6 | BOND | 3,000,000 | $2,534,000 | thousands by filing date | principal |
| ISHARES TR | 464287556 | ISHARES BIOTECH | 21,577 | $2,523,000 | thousands by filing date | |
| CHEFS WHSE INC | 163086AB7 | BOND | 2,522,000 | $2,473,000 | thousands by filing date | principal |
| BENTLEY SYS INC | 08265TAD1 | NOTE 0.375% 7/0 | 3,250,000 | $2,449,000 | thousands by filing date | principal |
| PRA GROUP INC | 69354NAB2 | Convertible Debt | 2,500,000 | $2,448,000 | thousands by filing date | principal |
| SUNNOVA ENERGY INTL INC. | 86745KAF1 | NOTE 0.250%12/0 | 2,901,000 | $2,435,000 | thousands by filing date | principal |
| BLACKLINE INC | 09239BAD1 | NOTE 3/1 | 3,000,000 | $2,428,000 | thousands by filing date | principal |
| DAYFORCE INC | 15677JAD0 | NOTE 0.250% 3/1 | 3,000,000 | $2,419,000 | thousands by filing date | principal |
| PENNYMAC CORP | 70932AAF0 | NOTE 5.500% 3/1 | 2,750,000 | $2,235,000 | thousands by filing date | principal |
| READY CAPITAL CORP | 75574U200 | 7% CN SR NT 2023 | 86,500 | $2,156,000 | thousands by filing date | |
| HOPE BANCORP INC | 43940TAB5 | NOTE 2.000% 5/1 | 2,255,000 | $2,149,000 | thousands by filing date | principal |
| Alphabet Inc. Reg. Shares A | 02079K305 | COM | 22,452 | $2,148,000 | thousands by filing date | |
| WINNEBAGO INDS INC | 974637AB6 | BOND | 2,000,000 | $2,093,000 | thousands by filing date | principal |
| SNAP INC | 83304AAF3 | NOTE 5/0 | 3,000,000 | $2,068,000 | thousands by filing date | principal |
| FLAGSTAR BANK NATIONAL ASSOC | 64944P307 | UNIT 05/07/2051 | 47,157 | $2,020,000 | thousands by filing date | |
| WISDOMTREE INC | 97717PAB0 | NOTE 4.250% 6/1 | 2,000,000 | $2,005,000 | thousands by filing date | principal |
| COLONY FINL INC | 19624RAA4 | NOTE 5.000% 4/1 | 2,000,000 | $1,969,000 | thousands by filing date | principal |
| NEW RELIC INC | 64829BAB6 | NOTE 0.500% 5/0 | 2,000,000 | $1,949,000 | thousands by filing date | principal |
| LIGAND PHARMACEUTICALS INC | 53220KAF5 | NOTE 0.750% 5/1 | 2,000,000 | $1,935,000 | thousands by filing date | principal |
| ETSY INC | 29786AAN6 | NOTE 0.250% 6/1 | 2,500,000 | $1,928,000 | thousands by filing date | principal |
| I3 VERTICALS LLC | 44933TAB2 | NOTE 1.000% 2/1 | 2,250,000 | $1,917,000 | thousands by filing date | principal |
| Amazon.com, Inc | 023135106 | COM | 16,714 | $1,890,000 | thousands by filing date | |
| NEXTERA ENERGY INC | 65339F739 | CONV | 37,780 | $1,833,000 | thousands by filing date | |
| HERBALIFE NUTRITION LTD | 42703MAD5 | NOTE 2.625% 3/1 | 2,000,000 | $1,809,000 | thousands by filing date | principal |
| Energy Select Sector SPDR Fund | 81369Y506 | SHS | 24,674 | $1,776,000 | thousands by filing date | |
| EVERBRIDGE INC | 29978AAC8 | NOTE 0.125%12/1 | 2,000,000 | $1,776,000 | thousands by filing date | principal |
| WORKIVA INC | 98139AAB1 | NOTE 1.125% 8/1 | 1,500,000 | $1,758,000 | thousands by filing date | principal |
| ENCORE CAP EUROPE FIN LTD | 29260UAA5 | BOND | 1,500,000 | $1,743,000 | thousands by filing date | principal |
| GROUPON INC | 399473AF4 | NOTE 1.125% 3/1 | 2,750,000 | $1,728,000 | thousands by filing date | principal |
| Utilities Select Sector SPDR Fund | 81369Y886 | SHS | 26,076 | $1,708,000 | thousands by filing date | |
| KAMAN CORP | 483548AF0 | BOND | 1,817,000 | $1,706,000 | thousands by filing date | principal |
| SABRE GLBL INC | 78573NAE2 | BOND | 1,750,000 | $1,660,000 | thousands by filing date | principal |
| RBC BEARINGS INC | 75524B203 | CONV | 15,750 | $1,622,000 | thousands by filing date | |
| MITEK SYS INC | 606710AA9 | NOTE 0.750% 2/0 | 2,000,000 | $1,614,000 | thousands by filing date | principal |
| HELIX ENERGY SOLUTIONS GRP I | 42330PAK3 | NOTE 6.750% 2/1 | 1,500,000 | $1,511,000 | thousands by filing date | principal |
| KKR REAL ESTATE FIN TR INC | 48251KAB6 | NOTE 6.125% 5/1 | 1,500,000 | $1,482,000 | thousands by filing date | principal |
| SHIP FIN INTL LTD | 824689AG8 | NOTE 4.875% 5/0 | 1,500,000 | $1,474,000 | thousands by filing date | principal |
| BANDWIDTH INC | 05988JAD5 | NOTE 0.500% 4/0 | 2,500,000 | $1,454,000 | thousands by filing date | principal |
| JETBLUE AIRWAYS CORP | 477143AP6 | NOTE 0.500% 4/0 | 2,000,000 | $1,419,000 | thousands by filing date | principal |
| SPIRIT AIRLS INC | 848577AB8 | NOTE 1.000% 5/1 | 1,650,000 | $1,378,000 | thousands by filing date | principal |
| ALGONQUIN PWR UTILS CORP | 015857873 | CONV | 35,000 | $1,313,000 | thousands by filing date | |
| Coupa Software | 22266LAF3 | CONV BOND | 1,640,000 | $1,261,000 | thousands by filing date | principal |
| SPOTIFY USA INC | 84921RAB6 | NOTE 3/1 | 1,595,000 | $1,252,000 | thousands by filing date | principal |
| ENPHASE ENERGY INC | 29355AAH0 | NOTE 3/0 | 1,067,000 | $1,232,000 | thousands by filing date | principal |
| LIVE NATION ENTERTAINMENT IN | 538034AQ2 | NOTE 2.500% 3/1 | 1,028,000 | $1,215,000 | thousands by filing date | principal |
| UnitedHealth Group Inc | 91324P102 | COM | 2,215 | $1,119,000 | thousands by filing date | |
| JPMorgan Chase & Co | 46625H100 | COM | 10,453 | $1,092,000 | thousands by filing date | |
| Berkshire Hathaway Inc | 084670702 | COM | 3,972 | $1,061,000 | thousands by filing date | |
| AKAMAI TECHNOLOGIES INC | 00971TAJ0 | NOTE 0.125% 5/0 | 1,005,000 | $1,021,000 | thousands by filing date | principal |
| HELIX ENERGY SOLUTIONS GRP I | 42330PAJ6 | NOTE 4.125% 9/1 | 1,000,000 | $980,000 | thousands by filing date | principal |
| REDWOOD TRUST INC | 758075AC9 | BOND | 1,000,000 | $979,000 | thousands by filing date | principal |
| KIMBERLY-CLARK CORP COM | 494368103 | Stock | 8,685 | $977,000 | thousands by filing date | |
| Johnson & Johnson | 478160104 | COM | 5,823 | $953,000 | thousands by filing date | |
| PDD HOLDINGS INC | 722304AC6 | NOTE 12/0 | 1,000,000 | $896,000 | thousands by filing date | principal |
| Procter & Gamble Co | 742718109 | COM | 6,679 | $843,000 | thousands by filing date | |
| Pfizer Inc. | 717081103 | COM | 18,413 | $805,000 | thousands by filing date | |
| Tesla Motors, Inc | 88160R101 | COM | 3,016 | $799,000 | thousands by filing date | |
| PALO ALTO NETWORKS INC | 697435AF2 | NOTE 0.375% 6/0 | 455,000 | $769,000 | thousands by filing date | principal |
| ISHARES TR | 464287739 | U.S. REAL ES ETF | 9,371 | $763,000 | thousands by filing date | |
| Bank of America Corp | 060505104 | COM | 23,164 | $699,000 | thousands by filing date | |
| LOEWS CORP COM | 540424108 | Stock | 13,232 | $659,000 | thousands by filing date | |
| META PLATFORMS INC CL A | 30303M102 | COM | 4,581 | $623,000 | thousands by filing date | |
| Visa Inc | 92826C839 | COM | 3,491 | $620,000 | thousands by filing date | |
| NVIDIA Corp | 67066G104 | COM | 5,014 | $610,000 | thousands by filing date | |
| Costco Wholesale Corporation | 22160K105 | COM | 1,278 | $602,000 | thousands by filing date | |
| ISHARES RUSSELL 1000 VALUE ETF | 464287598 | ETF | 4,077 | $555,000 | thousands by filing date | |
| Coca-Cola Company | 191216100 | COM | 9,841 | $552,000 | thousands by filing date | |
| Danaher Corporation | 235851102 | COM | 2,138 | $551,000 | thousands by filing date | |
| PepsiCo,Inc. | 713448108 | COM | 3,355 | $548,000 | thousands by filing date | |
| Merck & Co.,Inc. | 58933Y105 | COM | 6,319 | $544,000 | thousands by filing date | |
| Union Pacific Corporation | 907818108 | COM | 2,727 | $531,000 | thousands by filing date | |
| WOLFSPEED INC | 225447AD3 | NOTE 1.750% 5/0 | 232,000 | $528,000 | thousands by filing date | principal |
| Chevron Corporation | 166764100 | COM | 3,591 | $516,000 | thousands by filing date | |
| iShares Floating Rate Bond ETF | 46429B655 | SHS | 10,279 | $515,000 | thousands by filing date | |
| Home Depot, Inc | 437076102 | COM | 1,833 | $505,000 | thousands by filing date | |
| Abbott Laboratories | 002824100 | COM | 5,041 | $487,000 | thousands by filing date | |
| McDonalds Corporation | 580135101 | COM | 2,094 | $483,000 | thousands by filing date | |
| AbbVie,Inc. | 00287Y109 | COM | 3,507 | $473,000 | thousands by filing date | |
| FIRST TR EXCHANGE TRADED FD | 33738R100 | MULTI ASSET DI | 31,823 | $458,000 | thousands by filing date | |
| Amgen Inc. | 031162100 | COM | 1,996 | $450,000 | thousands by filing date | |
| SNAP INC | 83304AAB2 | NOTE 0.75% 08/01/2026 | 522,000 | $448,000 | thousands by filing date | principal |
| Thermo Fisher Scientific Inc. | 883556102 | COM | 874 | $446,000 | thousands by filing date | |
| WISDOMTREE INC | 97717PAD6 | NOTE 3.250% 6/1 | 500,000 | $446,000 | thousands by filing date | principal |
| Cisco Systems,Inc. | 17275R102 | COM | 11,006 | $439,000 | thousands by filing date | |
| ISHARES TR | 464287457 | COM | 5,356 | $435,000 | thousands by filing date | |
| VIAVI SOLUTIONS INC | 925550AB1 | NOTE 1.000% 3/0 | 385,000 | $431,000 | thousands by filing date | principal |
| MasterCard, Inc | 57636Q104 | COM | 1,511 | $430,000 | thousands by filing date | |
| Verizon Communications Inc | 92343V104 | COM | 11,068 | $420,000 | thousands by filing date | |
| Broadcom Inc. | 11135F101 | COM | 932 | $414,000 | thousands by filing date | |
| Wells Fargo & Company | 949746101 | COM | 10,312 | $414,000 | thousands by filing date | |
| LPL FINL HLDGS INC COM | 50212V100 | Stock | 1,889 | $413,000 | thousands by filing date | |
| iShares Core US Aggregate Bond ETF | 464287226 | SHS | 4,156 | $399,000 | thousands by filing date | |
| SAREPTA THERAPEUTICS INC | 803607AB6 | DBCV 1.500%11/1 | 235,000 | $391,000 | thousands by filing date | principal |
| Walt Disney Co | 254687106 | COM | 4,121 | $389,000 | thousands by filing date | |
| Intercontinental Exchange,Inc. | 45866F104 | COM | 4,307 | $388,000 | thousands by filing date | |
| ETSY INC | 29786AAJ5 | NOTE 0.125%10/0 | 291,000 | $388,000 | thousands by filing date | principal |
| CUTERA INC | 232109AB4 | NOTE 2.250% 3/1 | 247,000 | $382,000 | thousands by filing date | principal |
| FTI CONSULTING INC | 302941AP4 | NOTE 2.000% 8/1 | 210,000 | $344,000 | thousands by filing date | principal |
| Salesforce.com, Inc | 79466L302 | COM | 2,349 | $338,000 | thousands by filing date | |
| Schlumberger Limited | 806857108 | COM | 9,196 | $331,000 | thousands by filing date | |
| CHENIERE ENERGY INC COM NEW | 16411R208 | Stock | 1,958 | $326,000 | thousands by filing date | |
| Oracle Corporation | 68389X105 | COM | 5,290 | $321,000 | thousands by filing date | |
| OREILLY AUTOMOTIVE INC COM | 67103H107 | Stock | 444 | $312,000 | thousands by filing date | |
| Comcast Corp | 20030N101 | COM | 10,642 | $310,000 | thousands by filing date | |
| Walmart Inc. | 931142103 | COM | 2,349 | $305,000 | thousands by filing date | |
| LIBERTY MEDIA CORP DEL | 531229854 | COM SER C FRMLA | 5,200 | $305,000 | thousands by filing date | |
| Honeywell Technologies | 438516106 | COM | 1,768 | $298,000 | thousands by filing date | |
| Accenture Plc Class A | G1151C101 | COM | 1,143 | $295,000 | thousands by filing date | |
| Eaton Corp. Plc | G29183103 | COM | 2,173 | $291,000 | thousands by filing date | |
| SSR Mining Inc | 784730AB9 | Convertible bond | 265,000 | $287,000 | thousands by filing date | principal |
| Bristol-Myers Squibb Company | 110122108 | COM | 3,970 | $283,000 | thousands by filing date | |
| Applied Materials,Inc. | 038222105 | COM | 3,310 | $271,000 | thousands by filing date | |
| CVS Health Corporation | 126650100 | COM | 2,820 | $270,000 | thousands by filing date | |
| Caterpillar Inc. | 149123101 | COM | 1,601 | $264,000 | thousands by filing date | |
| Medtronic Plc | G5960L103 | COM | 3,192 | $259,000 | thousands by filing date | |
| REVVITY INC | 714046109 | COM | 2,133 | $256,000 | thousands by filing date | |
| EQT CORP COM | 26884L109 | Stock | 6,255 | $255,000 | thousands by filing date | |
| Lockheed Martin Corporation | 539830109 | COM | 653 | $252,000 | thousands by filing date | |
| Adobe Inc | 00724F101 | COM | 883 | $243,000 | thousands by filing date | |
| Deere & Company | 244199105 | COM | 728 | $243,000 | thousands by filing date | |
| VALERO ENERGY CORP COM | 91913Y100 | Stock | 2,269 | $242,000 | thousands by filing date | |
| Lowes Companies,Inc. | 548661107 | COM | 1,248 | $235,000 | thousands by filing date | |
| Intel Corp | 458140100 | COM | 8,964 | $230,000 | thousands by filing date | |
| WILLIAMS COS INC COM | 969457100 | Stock | 7,856 | $225,000 | thousands by filing date | |
| LINDE PLC | G5494J103 | SHS | 826 | $224,000 | thousands by filing date | |
| Morgan Stanley | 617446448 | COM | 2,849 | $223,000 | thousands by filing date | |
| DEXCOM INC | 252131AH0 | NOTE 0.750%12/0 | 111,000 | $222,000 | thousands by filing date | principal |
| NIKE,Inc. Class B | 654106103 | COM | 2,665 | $221,000 | thousands by filing date | |
| AMERICAN INTL GROUP INC COM NEW | 026874784 | Stock | 4,633 | $221,000 | thousands by filing date | |
| D R HORTON INC COM | 23331A109 | Stock | 3,260 | $220,000 | thousands by filing date | |
| NORTHROP GRUMMAN CORP COM | 666807102 | Stock | 470 | $220,000 | thousands by filing date | |
| PRUDENTIAL FINL INC COM | 744320102 | Stock | 2,504 | $215,000 | thousands by filing date | |
| United Parcel Service,Inc. Class B | 911312106 | COM | 1,319 | $212,000 | thousands by filing date | |
| KEYCORP COM | 493267108 | Stock | 13,219 | $212,000 | thousands by filing date | |
| ServiceNow,Inc. | 81762P102 | COM | 551 | $208,000 | thousands by filing date | |
| Boeing Company | 097023105 | COM | 1,692 | $205,000 | thousands by filing date | |
| Automatic Data Processing,Inc. | 053015103 | COM | 899 | $203,000 | thousands by filing date | |
| Intuit Inc. | 461202103 | COM | 518 | $202,000 | thousands by filing date | |
| CUMMINS INC COM | 231021106 | Stock | 972 | $200,000 | thousands by filing date | |
| MOTOROLA SOLUTIONS INC COM NEW | 620076307 | Stock | 889 | $200,000 | thousands by filing date | |
| CLEVELAND-CLIFFS INC NEW COM | 185899101 | Stock | 11,984 | $162,000 | thousands by filing date | |
| SKINHEALTH SYSTEMS INC | 88331L108 | COM CL A | 12,330 | $144,000 | thousands by filing date | |
| NICE LTD | 653656AB4 | NOTE 9/1 | 35,000 | $32,000 | thousands by filing date | principal |
Amendment chain
| Filing | Role | Filed | Accepted | Ingested |
|---|---|---|---|---|
| 13F-HR 0001172661-22-002291 | this filing | 2022-11-04 | acceptance time not in the bulk data set |