13F-HR filed by SSI INVESTMENT MANAGEMENT LLC
SSI INVESTMENT MANAGEMENT LLC filed this 13F-HR for the quarter ended 2022-12-31, filed 2023-02-13, with 304 holding rows worth $1,577,748,114.
- Accession
- 0001172661-23-000806
- Filer
- CIK 938487
- Filed
- 2023-02-13
- Accepted by EDGAR
- acceptance time not in the bulk data set
- Ingested
- Source
- SEC quarterly data set
13F report for Q4 2022
A holdings report, 662 entries on the cover page, a total value of $1,577,748,114 stated on the cover page (in dollars after the unit check, H1), rows summing to $1,577,748,114 with VALUE read as dollars as filed, 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 | 198,868 | $76,407,075 | dollars as filed | |
| PIONEER NAT RES CO | 723787AP2 | NOTE 0.250% 5/1 | 21,444,000 | $50,007,408 | dollars as filed | principal |
| SOUTHWEST AIRLS CO | 844741BG2 | NOTE 1.250% 5/0 | 34,061,000 | $40,907,261 | dollars as filed | principal |
| BOOKING HOLDINGS INC | 09857LAN8 | NOTE 0.750% 5/0 | 27,619,000 | $36,785,855 | dollars as filed | principal |
| DEXCOM INC | 252131AK3 | NOTE 0.250%11/1 | 33,161,000 | $36,062,598 | dollars as filed | principal |
| ANTHEM INC | 94973VBG1 | NOTE 2.750%10/1 | 4,086,000 | $29,879,693 | dollars as filed | principal |
| ETSY INC | 29786AAL0 | NOTE 0.125% 9/0 | 27,935,000 | $27,865,173 | dollars as filed | principal |
| WELLS FARGO & CO | 949746804 | PERP PFD CNV A | 23,325 | $27,639,200 | dollars as filed | |
| NEXTERA ENERGY INC | 65339F770 | CONV | 508,055 | $25,687,258 | dollars as filed | |
| PALO ALTO NETWORKS INC | 697435AD7 | NOTE 0.750% 7/0 | 16,223,000 | $25,632,340 | dollars as filed | principal |
| ENPHASE ENERGY INC | 29355AAK3 | NOTE 3/0 | 21,722,000 | $25,401,706 | dollars as filed | principal |
| VANGUARD STAR FDS | 921909768 | COM | 490,355 | $25,361,163 | dollars as filed | |
| EXPEDIA GROUP INC | 30212PBE4 | NOTE 2/1 | 26,334,000 | $22,935,045 | dollars as filed | principal |
| SAREPTA THERAPEUTICS INC | 803607AC4 | DEBT 1.250% 9/1 | 19,470,000 | $22,439,180 | dollars as filed | principal |
| JAZZ INVESTMENTS I LTD | 472145AF8 | NOTE 2.000% 6/1 | 17,363,000 | $20,640,271 | dollars as filed | principal |
| SPLUNK INC | 848637AD6 | BOND | 21,237,000 | $19,994,644 | dollars as filed | principal |
| CLOUDFLARE INC | 18915MAC1 | NOTE 8/1 | 22,926,000 | $18,684,690 | dollars as filed | principal |
| ISHARES TR | 464287440 | 7-10 YR TRSY BD | 175,673 | $16,825,962 | dollars as filed | |
| WESTERN DIGITAL CORP. | 958102AP0 | NOTE 1.500% 2/0 | 16,722,000 | $15,927,719 | dollars as filed | principal |
| MICROCHIP TECHNOLOGY INC. | 595017AU8 | NOTE 0.125%11/1 | 14,665,000 | $15,728,223 | dollars as filed | principal |
| DANAHER CORPORATION | 235851409 | CONV | 11,469 | $15,567,173 | dollars as filed | |
| UBER TECHNOLOGIES INC | 90353TAJ9 | NOTE 12/1 | 17,930,000 | $15,101,650 | dollars as filed | principal |
| BIOMARIN PHARMACEUTICAL INC | 09061GAH4 | NOTE 0.599% 8/0 | 13,927,000 | $14,780,730 | dollars as filed | principal |
| AKAMAI TECHNOLOGIES INC | 00971TAL5 | NOTE 0.375% 9/0 | 15,134,000 | $14,574,042 | dollars as filed | principal |
| FORD MTR CO | 345370CZ1 | NOTE 3/1 | 13,940,000 | $13,152,404 | dollars as filed | principal |
| Shift4 Payments Inc | 82452JAB5 | Convertible bond | 13,040,000 | $12,917,756 | dollars as filed | principal |
| BLOCK INC | 852234AF0 | NOTE 0.125% 3/0 | 13,385,000 | $12,732,487 | dollars as filed | principal |
| ARES CAPITAL CORP | 04010LAW3 | NOTE 4.625% 3/0 | 11,899,000 | $12,620,378 | dollars as filed | principal |
| OKTA INC | 679295AD7 | NOTE 0.125% 9/0 | 14,325,000 | $12,584,523 | dollars as filed | principal |
| VERINT SYSTEMS INC | 92343XAC4 | BOND | 14,023,000 | $12,200,010 | dollars as filed | principal |
| ILLUMINA INC | 452327AK5 | NOTE 8/1 | 12,551,000 | $12,123,965 | dollars as filed | principal |
| NEXTERA ENERGY INC | 65339F713 | CONV | 243,265 | $11,934,582 | dollars as filed | |
| LUMENTUM HLDGS INC | 55024UAD1 | NOTE 0.500%12/1 | 13,041,000 | $11,182,673 | dollars as filed | principal |
| RINGCENTRAL INC | 76680RAF4 | NOTE 3/0 | 12,978,000 | $11,144,865 | dollars as filed | principal |
| NISOURCE INC | 65473P121 | CONV | 105,925 | $11,042,684 | dollars as filed | |
| ON SEMICONDUCTOR CORP | 682189AS4 | NOTE 5/0 | 8,262,000 | $10,947,150 | dollars as filed | principal |
| COUPA SOFTWARE INC | 22266LAC0 | NOTE 0.125% 6/1 | 11,273,000 | $10,893,100 | dollars as filed | principal |
| BOSTON SCIENTIFIC CORP | 101137206 | CONV | 92,520 | $10,626,156 | dollars as filed | |
| AMERICAN ELEC PWR CO INC | 02557T307 | UNIT 08/15/2023 | 203,955 | $10,589,343 | dollars as filed | |
| MACOM TECH SOLUTIONS HLDGS I | 55405YAB6 | NOTE 0.250% 3/1 | 10,522,000 | $10,411,530 | dollars as filed | principal |
| PEBBLEBROOK HOTEL TR | 70509VAA8 | NOTE 1.750%12/1 | 12,627,000 | $10,385,717 | dollars as filed | principal |
| CYBERARK SOFTWARE LTD | 23248VAB1 | NOTE 11/1 | 9,787,000 | $10,356,328 | dollars as filed | principal |
| PG&E CORP | 69331C140 | CONV | 71,305 | $10,294,051 | dollars as filed | |
| BURLINGTON STORES INC | 122017AB2 | NOTE 2.250% 4/1 | 8,865,000 | $10,194,750 | dollars as filed | principal |
| INSULET CORP | 45784PAK7 | NOTE 0.375% 9/0 | 7,217,000 | $10,190,404 | dollars as filed | principal |
| PENNYMAC CORP | 70932AAD5 | BOND | 10,667,000 | $9,520,309 | dollars as filed | principal |
| PERFICIENT INC | 71375UAF8 | BOND | 12,293,000 | $9,496,354 | dollars as filed | principal |
| INSMED INC | 457669AB5 | NOTE 0.750% 6/0 | 11,364,000 | $9,375,300 | dollars as filed | principal |
| HAEMONETICS CORP MASS | 405024AB6 | NOTE 3/0 | 11,316,000 | $9,350,416 | dollars as filed | principal |
| GREEN PLAINS INC | 393222AK0 | NOTE 2.250% 3/1 | 7,836,000 | $9,317,004 | dollars as filed | principal |
| iShares Floating Rate Bond ETF | 46429B655 | SHS | 183,651 | $9,243,154 | dollars as filed | |
| FIRST TRUST LOW DURATION OPPORTUNITIES ETF | 33739Q200 | ETF | 192,729 | $9,137,283 | dollars as filed | |
| REVANCE THERAPEUTICS INC | 761330AB5 | BOND | 9,896,000 | $9,035,048 | dollars as filed | principal |
| SUMMIT HOTEL PPTYS | 866082AA8 | NOTE 1.500% 2/1 | 10,569,000 | $9,025,926 | dollars as filed | principal |
| ENVESTNET INC | 29404KAE6 | NOTE 0.750% 8/1 | 9,961,000 | $8,989,817 | dollars as filed | principal |
| KBR INC | 48242WAB2 | BOND | 4,165,000 | $8,781,912 | dollars as filed | principal |
| AIRBNB INC CLASS A | 009066AB7 | CLASS A | 10,476,000 | $8,621,748 | dollars as filed | principal |
| PARSONS CORP DEL | 70202LAB8 | BOND | 7,547,000 | $8,577,183 | dollars as filed | principal |
| BILL HOLDINGS INC | 090043AB6 | NOTE 12/0 | 8,347,000 | $8,538,981 | dollars as filed | principal |
| TRANSOCEAN INC | 893830BT5 | DEB 4.000%12/1 | 7,078,000 | $8,521,207 | dollars as filed | principal |
| FIVE9 INC | 338307AD3 | NOTE 0.500% 6/0 | 9,274,000 | $8,494,984 | dollars as filed | principal |
| SPDR SER TR | 78464A359 | BBG CONV SEC ETF | 131,564 | $8,464,829 | dollars as filed | |
| HELIX ENERGY SOLUTIONS GRP I | 42330PAK3 | NOTE 6.750% 2/1 | 6,096,000 | $8,422,343 | dollars as filed | principal |
| ARRAY TECHNOLOGIES INC | 04271TAB6 | NOTE 1.000%12/0 | 8,134,000 | $8,268,221 | dollars as filed | principal |
| STRIDE INC | 86333MAA6 | NOTE 1.125% 9/0 | 9,225,000 | $8,215,787 | dollars as filed | principal |
| GREENBRIER COS INC | 393657AM3 | NOTE 2.875% 4/1 | 9,312,000 | $8,208,541 | dollars as filed | principal |
| EURONET WORLDWIDE INC | 298736AL3 | NOTE 0.750% 3/1 | 8,591,000 | $8,123,865 | dollars as filed | principal |
| DIGITALOCEAN HLDGS INC | 25402DAB8 | CNV | 10,791,000 | $8,066,283 | dollars as filed | principal |
| VAIL RESORTS INC | 91879QAN9 | NOTE 1/0 | 8,590,000 | $7,967,238 | dollars as filed | principal |
| ZSCALER INC | 98980GAB8 | NOTE 0.125% 7/0 | 7,535,000 | $7,911,750 | dollars as filed | principal |
| DROPBOX INC | 26210CAD6 | NOTE 3/0 | 8,857,000 | $7,891,587 | dollars as filed | principal |
| BECTON DICKINSON & CO | 075887406 | CONV | 156,575 | $7,844,419 | dollars as filed | |
| VISHAY INTERTECHNOLOGY INC | 928298AP3 | NOTE 2.250% 6/1 | 8,094,000 | $7,811,539 | dollars as filed | principal |
| SSR Mining Inc | 784730AB9 | Convertible bond | 6,936,000 | $7,750,990 | dollars as filed | principal |
| NEUROCRINE BIOSCIENCES INC | 64125CAD1 | NOTE 2.250% 5/1 | 4,915,000 | $7,748,506 | dollars as filed | principal |
| BENTLEY SYS INC | 08265TAB5 | NOTE 0.125% 1/1 | 8,482,000 | $7,735,584 | dollars as filed | principal |
| MAKEMYTRIP LIMITED MAURITIUS | 56087FAB0 | NOTE 2/1 | 7,778,000 | $7,684,664 | dollars as filed | principal |
| TYLER TEX INDPT SCH DIST | 902252AB1 | NOTE 0.250% 3/1 | 8,239,000 | $7,654,031 | dollars as filed | principal |
| BOX INC | 10316TAB0 | NOTE 1/1 | 5,646,000 | $7,404,736 | dollars as filed | principal |
| EQT CORP | 26884LAK5 | NOTE 1.750% 5/0 | 3,156,000 | $7,328,232 | dollars as filed | principal |
| KKR & CO INC | 48251W401 | CONV | 125,472 | $7,198,326 | dollars as filed | |
| LIBERTY MEDIA CORP DEL | 531229AB8 | NOTE 1.375%10/1 | 5,827,000 | $7,175,960 | dollars as filed | principal |
| CONFLUENT INC | 20717MAB9 | NOTE 1/1 | 9,472,000 | $7,151,360 | dollars as filed | principal |
| H World Group Ltd | 44332NAB2 | Convertible bond | 5,742,000 | $6,979,413 | dollars as filed | principal |
| AIR TRANS SVCS GROUP INC | 00922RAB1 | BOND | 6,764,000 | $6,869,518 | dollars as filed | principal |
| LYFT INC | 55087PAB0 | NOTE 1.500% 5/1 | 7,659,000 | $6,743,442 | dollars as filed | principal |
| JBT MAREL CORPORATION | 477839AB0 | NOTE 0.250% 5/1 | 7,697,000 | $6,607,884 | dollars as filed | principal |
| IONIS PHARMACEUTICALS INC | 462222AD2 | NOTE 4/0 | 6,935,000 | $6,401,874 | dollars as filed | principal |
| IRONWOOD PHARMACEUTICALS INC | 46333XAH1 | NOTE 1.500% 6/1 | 5,819,000 | $6,346,352 | dollars as filed | principal |
| ITRON INC | 465741AN6 | NOTE 3/1 | 7,443,000 | $6,094,328 | dollars as filed | principal |
| APOLLO COML REAL ESTATE FIN | 03762UAC9 | BOND | 6,250,000 | $6,078,126 | dollars as filed | principal |
| MGP INGREDIENTS INC NEW | 55303JAB2 | NOTE 1.875%11/1 | 4,758,000 | $5,989,369 | dollars as filed | principal |
| DATADOG INC | 23804LAB9 | NOTE 0.125% 6/1 | 5,146,000 | $5,615,576 | dollars as filed | principal |
| MFA FINL INC | 55272XAA0 | BOND | 6,250,000 | $5,593,750 | dollars as filed | principal |
| PROSPECT CAP CORP | 74348TAT9 | BOND | 5,607,000 | $5,586,254 | dollars as filed | principal |
| HALOZYME THERAPEUTICS INC | 40637HAD1 | NOTE 0.250% 3/0 | 5,683,000 | $5,501,857 | dollars as filed | principal |
| AES CORP | 00130H204 | CONV | 51,950 | $5,306,173 | dollars as filed | |
| MARRIOTT VACATIONS WORLDWIDE | 57164YAD9 | NOTE 1/1 | 5,358,000 | $5,224,050 | dollars as filed | principal |
| ATI INC | 01741RAK8 | BOND | 2,587,000 | $5,197,283 | dollars as filed | principal |
| PAGERDUTY INC | 69553PAB6 | BOND | 5,025,000 | $5,057,673 | dollars as filed | principal |
| EXACT SCIENCES CORP | 30063PAA3 | NOTE 1.000% 1/1 | 4,845,000 | $4,968,560 | dollars as filed | principal |
| NATIONAL VISION HLDGS INC | 63845RAB3 | NOTE 2.500% 5/1 | 3,414,000 | $4,684,299 | dollars as filed | principal |
| VANGUARD SCOTTSDALE FDS | 92206C409 | COM | 61,288 | $4,608,246 | dollars as filed | |
| OIL STS INTL INC | 678026AK1 | NOTE 4.750% 4/0 | 4,177,000 | $4,492,782 | dollars as filed | principal |
| PACIRA BIOSCIENCES INC | 695127AF7 | NOTE 0.750% 8/0 | 4,961,000 | $4,468,003 | dollars as filed | principal |
| PURE STORAGE INC | 74624MAB8 | NOTE 0.125% 4/1 | 4,056,000 | $4,366,296 | dollars as filed | principal |
| EVOLENT HEALTH INC | 30050BAD3 | NOTE 1.500%10/1 | 4,035,000 | $4,349,730 | dollars as filed | principal |
| FIRST TR EXCH TRADED FD III | 33739E108 | PFD SECS INC ETF | 254,477 | $4,275,213 | dollars as filed | |
| iShares Core MSCI Emerging Markets ETF | 46434G103 | SHS | 91,317 | $4,264,507 | dollars as filed | |
| FIRST TR EXCHANGE-TRADED FD | 33738D309 | SENIOR LN FD | 94,963 | $4,234,401 | dollars as filed | |
| ALTERYX INC | 02156BAF0 | BOND | 4,927,000 | $4,089,410 | dollars as filed | principal |
| PROSHARES TR | 74347X849 | INDX FD | 180,000 | $4,082,400 | dollars as filed | |
| BANK OF AMER CORP | 060505682 | 7.25%CNV PFD L | 3,370 | $3,909,200 | dollars as filed | |
| TWO HARBORS INVENTMENT CORPO | 90187BAB7 | NOTE 6.250% 1/1 | 4,500,000 | $3,839,328 | dollars as filed | principal |
| Microsoft Corp | 594918104 | COM | 15,858 | $3,803,065 | dollars as filed | |
| GRANITE PT MTG TR INC | 38741LAC1 | NOTE 6.375%10/0 | 3,816,000 | $3,678,624 | dollars as filed | principal |
| KKR REAL ESTATE FIN TR INC | 48251KAB6 | NOTE 6.125% 5/1 | 3,614,000 | $3,546,852 | dollars as filed | principal |
| EXACT SCIENCES CORP | 30063PAB1 | NOTE 0.375% 3/1 | 4,250,000 | $3,506,250 | dollars as filed | principal |
| MAGNITE INC | 55955DAB6 | NOTE 0.250% 3/1 | 4,500,000 | $3,451,050 | dollars as filed | principal |
| BLACKSTONE MTG TR INC | 09257WAC4 | NOTE 4.750% 3/1 | 3,500,000 | $3,432,189 | dollars as filed | principal |
| LENDINGTREE INC | 52603BAD9 | NOTE 0.500% 7/1 | 4,750,000 | $3,420,000 | dollars as filed | principal |
| CHEGG INC | 163092AF6 | NOTE 9/0 | 4,250,000 | $3,333,699 | dollars as filed | principal |
| Apple Inc | 037833100 | COM | 25,196 | $3,273,716 | dollars as filed | |
| BILIBILI INC | 090040AB2 | NOTE 1.375% 4/0 | 2,644,000 | $3,071,801 | dollars as filed | principal |
| SPLUNK INC | 848637AF1 | NOTE 1.125% 6/1 | 3,560,000 | $3,003,927 | dollars as filed | principal |
| UPWORK INC | 91688FAB0 | NOTE 0.250% 8/1 | 4,000,000 | $2,999,436 | dollars as filed | principal |
| INFINERA CORP | 45667GAC7 | BOND | 3,000,000 | $2,937,000 | dollars as filed | principal |
| REDWOOD TRUST INC | 758075AD7 | BOND | 3,194,000 | $2,890,570 | dollars as filed | principal |
| COMMERCE.COM INC | 08975PAB4 | NOTE 0.250%10/0 | 4,000,000 | $2,840,000 | dollars as filed | principal |
| ISHARES TR | 464287556 | ISHARES BIOTECH | 21,577 | $2,832,845 | dollars as filed | |
| PROGRESS SOFTWARE CORP | 743312AB6 | NOTE 1.000% 4/1 | 2,750,000 | $2,810,500 | dollars as filed | principal |
| CHEESECAKE FACTORY INC | 163072AA9 | NOTE 0.375% 6/1 | 3,400,000 | $2,785,876 | dollars as filed | principal |
| HERBALIFE NUTRITION LTD | 42703MAD5 | NOTE 2.625% 3/1 | 3,000,000 | $2,766,000 | dollars as filed | principal |
| 8X8 INC NEW | 282914AB6 | BOND | 3,000,000 | $2,670,000 | dollars as filed | principal |
| BLOOM ENERGY CORP | 093712AH0 | COM CL A | 1,954,000 | $2,629,303 | dollars as filed | principal |
| CABLE ONE, INC. | 12685JAG0 | NOTE | 3,500,000 | $2,600,500 | dollars as filed | principal |
| BLACKLINE INC | 09239BAD1 | NOTE 3/1 | 3,000,000 | $2,555,626 | dollars as filed | principal |
| BENTLEY SYS INC | 08265TAD1 | NOTE 0.375% 7/0 | 3,050,000 | $2,482,700 | dollars as filed | principal |
| NRG ENERGY INC | 629377CG5 | DBCV 2.750% 6/0 | 2,500,000 | $2,471,251 | dollars as filed | principal |
| PRA GROUP INC | 69354NAB2 | Convertible Debt | 2,500,000 | $2,461,251 | dollars as filed | principal |
| ANYWHERE REAL ESTATE GROUP L | 75606DAP6 | CNV | 3,500,000 | $2,446,500 | dollars as filed | principal |
| UPSTART HLDGS INC | 91680MAB3 | NOTE 0.250% 8/1 | 4,500,000 | $2,362,500 | dollars as filed | principal |
| LIVEPERSON INC | 538146AD3 | NOTE 12/1 | 3,250,000 | $2,317,575 | dollars as filed | principal |
| THERAVANCE INC | 88338TAB0 | CORPORATE OBLIG | 2,275,000 | $2,272,270 | dollars as filed | principal |
| JAZZ INVESTMENTS I LTD | 472145AD3 | NOTE 1.500% 8/1 | 2,250,000 | $2,214,844 | dollars as filed | principal |
| HOPE BANCORP INC | 43940TAB5 | NOTE 2.000% 5/1 | 2,255,000 | $2,203,135 | dollars as filed | principal |
| DAYFORCE INC | 15677JAD0 | NOTE 0.250% 3/1 | 2,500,000 | $2,191,252 | dollars as filed | principal |
| READY CAPITAL CORP | 75574U200 | 7% CN SR NT 2023 | 86,500 | $2,147,794 | dollars as filed | |
| ETSY INC | 29786AAN6 | NOTE 0.250% 6/1 | 2,500,000 | $2,134,499 | dollars as filed | principal |
| PERMIAN RES OPER LLC | 15136AAA0 | NOTE 3.250% 4/0 | 1,250,000 | $2,110,626 | dollars as filed | principal |
| RWT HLDGS INC | 749772AD1 | NOTE 5.750%10/0 | 2,500,000 | $2,096,876 | dollars as filed | principal |
| SNAP INC | 83304AAF3 | NOTE 5/0 | 3,000,000 | $2,095,501 | dollars as filed | principal |
| WISDOMTREE INC | 97717PAB0 | NOTE 4.250% 6/1 | 2,000,000 | $2,077,600 | dollars as filed | principal |
| DISH NETWORK CORPORATION | 25470MAF6 | NOTE 12/1 | 3,250,000 | $2,073,500 | dollars as filed | principal |
| ZILLOW GROUP INC | 98954MAH4 | NOTE 2.750% 5/1 | 2,163,000 | $2,057,013 | dollars as filed | principal |
| FLAGSTAR BANK NATIONAL ASSOC | 64944P307 | UNIT 05/07/2051 | 47,157 | $2,027,279 | dollars as filed | |
| I3 VERTICALS LLC | 44933TAB2 | NOTE 1.000% 2/1 | 2,250,000 | $2,019,376 | dollars as filed | principal |
| Alphabet Inc. Reg. Shares A | 02079K305 | COM | 22,439 | $1,979,794 | dollars as filed | |
| COLONY FINL INC | 19624RAA4 | NOTE 5.000% 4/1 | 2,000,000 | $1,970,000 | dollars as filed | principal |
| COHERUS BIOSCIENCES INC | 19249HAB9 | BOND | 3,000,000 | $1,957,500 | dollars as filed | principal |
| NEW RELIC INC | 64829BAB6 | NOTE 0.500% 5/0 | 2,000,000 | $1,956,000 | dollars as filed | principal |
| LIGAND PHARMACEUTICALS INC | 53220KAF5 | NOTE 0.750% 5/1 | 2,000,000 | $1,946,251 | dollars as filed | principal |
| SUNNOVA ENERGY INTL INC. | 86745KAF1 | NOTE 0.250%12/0 | 2,500,000 | $1,933,752 | dollars as filed | principal |
| CALLAWAY GOLF CO | 131193AE4 | NOTE 2.750% 5/0 | 1,450,000 | $1,885,907 | dollars as filed | principal |
| INNOVIVA INC | 45781MAB7 | NOTE 2.500% 8/1 | 1,850,000 | $1,884,225 | dollars as filed | principal |
| SABRE GLBL INC | 78573NAE2 | BOND | 1,750,000 | $1,875,825 | dollars as filed | principal |
| WORKIVA INC | 98139AAB1 | NOTE 1.125% 8/1 | 1,500,000 | $1,849,500 | dollars as filed | principal |
| Utilities Select Sector SPDR Fund | 81369Y886 | SHS | 26,056 | $1,836,952 | dollars as filed | |
| ENCORE CAP EUROPE FIN LTD | 29260UAA5 | BOND | 1,500,000 | $1,768,500 | dollars as filed | principal |
| KAMAN CORP | 483548AF0 | BOND | 1,817,000 | $1,688,903 | dollars as filed | principal |
| MITEK SYS INC | 606710AA9 | NOTE 0.750% 2/0 | 2,000,000 | $1,640,000 | dollars as filed | principal |
| PENNYMAC CORP | 70932AAF0 | NOTE 5.500% 3/1 | 2,000,000 | $1,638,800 | dollars as filed | principal |
| Coupa Software | 22266LAF3 | CONV BOND | 1,640,000 | $1,576,861 | dollars as filed | principal |
| BANDWIDTH INC | 05988JAD5 | NOTE 0.500% 4/0 | 2,500,000 | $1,554,751 | dollars as filed | principal |
| PATRICK INDS INC | 703343AB9 | DBCV 1.000% 2/0 | 1,500,000 | $1,485,900 | dollars as filed | principal |
| SHIP FIN INTL LTD | 824689AG8 | NOTE 4.875% 5/0 | 1,500,000 | $1,467,813 | dollars as filed | principal |
| JETBLUE AIRWAYS CORP | 477143AP6 | NOTE 0.500% 4/0 | 2,000,000 | $1,458,153 | dollars as filed | principal |
| STARWOOD PROPERTY TRUST | 85571BAH8 | Convertible Debt | 1,500,000 | $1,454,063 | dollars as filed | principal |
| GDS HLDGS LTD | 36165LAB4 | NOTE 2.000% 6/0 | 1,500,000 | $1,433,438 | dollars as filed | principal |
| JOYY INC | 98426TAD8 | NOTE 0.750% 6/1 | 1,500,000 | $1,432,500 | dollars as filed | principal |
| Amazon.com, Inc | 023135106 | COM | 16,701 | $1,402,884 | dollars as filed | |
| JPMorgan Chase & Co | 46625H100 | COM | 10,447 | $1,400,944 | dollars as filed | |
| GROUPON INC | 399473AF4 | NOTE 1.125% 3/1 | 2,400,000 | $1,380,000 | dollars as filed | principal |
| MESA LABS INC | 59064RAA7 | NOTE 1.375% 8/1 | 1,500,000 | $1,347,000 | dollars as filed | principal |
| EVERBRIDGE INC | 29978AAC8 | NOTE 0.125%12/1 | 1,500,000 | $1,344,301 | dollars as filed | principal |
| SPIRIT AIRLS INC | 848577AB8 | NOTE 1.000% 5/1 | 1,650,000 | $1,328,250 | dollars as filed | principal |
| WINNEBAGO INDS INC | 974637AB6 | BOND | 1,250,000 | $1,310,939 | dollars as filed | principal |
| SPOTIFY USA INC | 84921RAB6 | NOTE 3/1 | 1,595,000 | $1,283,975 | dollars as filed | principal |
| NEXTERA ENERGY INC | 65339F739 | CONV | 25,195 | $1,262,520 | dollars as filed | |
| Berkshire Hathaway Inc | 084670702 | COM | 3,972 | $1,226,951 | dollars as filed | |
| ENPHASE ENERGY INC | 29355AAH0 | NOTE 3/0 | 1,067,000 | $1,201,977 | dollars as filed | principal |
| IMPINJ INC | 453204AD1 | NOTE 1.125% 5/1 | 1,000,000 | $1,200,000 | dollars as filed | principal |
| KIMBERLY-CLARK CORP COM | 494368103 | Stock | 8,685 | $1,178,989 | dollars as filed | |
| iShares Currency Hedged MSCI EAFE ETF | 46434V803 | SHS | 43,465 | $1,173,555 | dollars as filed | |
| UnitedHealth Group Inc | 91324P102 | COM | 2,213 | $1,173,289 | dollars as filed | |
| ROYAL CARIBBEAN GROUP | 780153BB7 | NOTE 4.250% 6/1 | 1,097,000 | $1,088,503 | dollars as filed | principal |
| AKAMAI TECHNOLOGIES INC | 00971TAJ0 | NOTE 0.125% 5/0 | 990,000 | $1,039,500 | dollars as filed | principal |
| Johnson & Johnson | 478160104 | COM | 5,819 | $1,027,928 | dollars as filed | |
| Procter & Gamble Co | 742718109 | COM | 6,679 | $1,012,268 | dollars as filed | |
| RBC BEARINGS INC | 75524B203 | CONV | 9,750 | $1,002,592 | dollars as filed | |
| REDWOOD TRUST INC | 758075AC9 | BOND | 1,000,000 | $975,000 | dollars as filed | principal |
| Pfizer Inc. | 717081103 | COM | 18,401 | $942,867 | dollars as filed | |
| PDD HOLDINGS INC | 722304AC6 | NOTE 12/0 | 1,000,000 | $927,502 | dollars as filed | principal |
| SAREPTA THERAPEUTICS INC | 803607AB6 | DBCV 1.500%11/1 | 444,000 | $829,392 | dollars as filed | principal |
| ISHARES TR | 464287739 | U.S. REAL ES ETF | 9,364 | $788,355 | dollars as filed | |
| LOEWS CORP COM | 540424108 | Stock | 13,232 | $771,823 | dollars as filed | |
| Bank of America Corp | 060505104 | COM | 23,146 | $766,595 | dollars as filed | |
| NVIDIA Corp | 67066G104 | COM | 5,014 | $732,746 | dollars as filed | |
| Visa Inc | 92826C839 | COM | 3,489 | $724,874 | dollars as filed | |
| Merck & Co.,Inc. | 58933Y105 | COM | 6,319 | $701,093 | dollars as filed | |
| PALO ALTO NETWORKS INC | 697435AF2 | NOTE 0.375% 6/0 | 455,000 | $671,808 | dollars as filed | principal |
| Chevron Corporation | 166764100 | COM | 3,589 | $644,189 | dollars as filed | |
| Coca-Cola Company | 191216100 | COM | 9,832 | $625,412 | dollars as filed | |
| ISHARES RUSSELL 1000 VALUE ETF | 464287598 | ETF | 4,077 | $618,277 | dollars as filed | |
| PepsiCo,Inc. | 713448108 | COM | 3,355 | $606,115 | dollars as filed | |
| Costco Wholesale Corporation | 22160K105 | COM | 1,278 | $583,411 | dollars as filed | |
| Home Depot, Inc | 437076102 | COM | 1,833 | $578,972 | dollars as filed | |
| Danaher Corporation | 235851102 | COM | 2,138 | $567,468 | dollars as filed | |
| AbbVie,Inc. | 00287Y109 | COM | 3,507 | $566,765 | dollars as filed | |
| Union Pacific Corporation | 907818108 | COM | 2,725 | $564,265 | dollars as filed | |
| Abbott Laboratories | 002824100 | COM | 5,041 | $553,450 | dollars as filed | |
| McDonalds Corporation | 580135101 | COM | 2,099 | $553,151 | dollars as filed | |
| META PLATFORMS INC CL A | 30303M102 | COM | 4,581 | $551,277 | dollars as filed | |
| MasterCard, Inc | 57636Q104 | COM | 1,511 | $525,421 | dollars as filed | |
| Amgen Inc. | 031162100 | COM | 1,996 | $524,228 | dollars as filed | |
| Cisco Systems,Inc. | 17275R102 | COM | 10,999 | $523,992 | dollars as filed | |
| Broadcom Inc. | 11135F101 | COM | 932 | $521,107 | dollars as filed | |
| Schlumberger Limited | 806857108 | COM | 9,189 | $491,245 | dollars as filed | |
| Boeing Company | 097023105 | COM | 2,568 | $489,177 | dollars as filed | |
| Thermo Fisher Scientific Inc. | 883556102 | COM | 873 | $480,752 | dollars as filed | |
| FIRST TR EXCHANGE TRADED FD | 33738R100 | MULTI ASSET DI | 31,751 | $475,313 | dollars as filed | |
| CHART INDS INC | 16115Q407 | 6.75DP CNV PFD B | 9,360 | $473,616 | dollars as filed | |
| WISDOMTREE INC | 97717PAD6 | NOTE 3.250% 6/1 | 500,000 | $462,751 | dollars as filed | principal |
| ETSY INC | 29786AAJ5 | NOTE 0.125%10/0 | 291,000 | $449,454 | dollars as filed | principal |
| SNAP INC | 83304AAB2 | NOTE 0.75% 08/01/2026 | 522,000 | $442,134 | dollars as filed | principal |
| Intercontinental Exchange,Inc. | 45866F104 | COM | 4,307 | $441,855 | dollars as filed | |
| Verizon Communications Inc | 92343V104 | COM | 11,061 | $435,804 | dollars as filed | |
| Tesla Motors, Inc | 88160R101 | COM | 3,520 | $433,594 | dollars as filed | |
| Oracle Corporation | 68389X105 | COM | 5,290 | $432,405 | dollars as filed | |
| ISHARES TR | 464287457 | COM | 5,277 | $428,334 | dollars as filed | |
| Wells Fargo & Company | 949746101 | COM | 10,304 | $425,453 | dollars as filed | |
| LPL FINL HLDGS INC COM | 50212V100 | Stock | 1,889 | $408,346 | dollars as filed | |
| iShares Core US Aggregate Bond ETF | 464287226 | SHS | 4,130 | $400,568 | dollars as filed | |
| VIAVI SOLUTIONS INC | 925550AB1 | NOTE 1.000% 3/0 | 385,000 | $386,540 | dollars as filed | principal |
| Caterpillar Inc. | 149123101 | COM | 1,601 | $383,535 | dollars as filed | |
| Honeywell Technologies | 438516106 | COM | 1,768 | $378,884 | dollars as filed | |
| OREILLY AUTOMOTIVE INC COM | 67103H107 | Stock | 444 | $374,750 | dollars as filed | |
| WOLFSPEED INC | 225447AD3 | NOTE 1.750% 5/0 | 232,000 | $372,711 | dollars as filed | principal |
| Comcast Corp | 20030N101 | COM | 10,642 | $372,154 | dollars as filed | |
| CUTERA INC | 232109AB4 | NOTE 2.250% 3/1 | 247,000 | $365,195 | dollars as filed | principal |
| Walt Disney Co | 254687106 | COM | 4,121 | $358,032 | dollars as filed | |
| LIVE NATION ENTERTAINMENT IN | 538034AU3 | NOTE 2.000% 2/1 | 364,000 | $357,270 | dollars as filed | principal |
| Eaton Corp. Plc | G29183103 | COM | 2,173 | $341,056 | dollars as filed | |
| Walmart Inc. | 931142103 | COM | 2,349 | $333,063 | dollars as filed | |
| FTI CONSULTING INC | 302941AP4 | NOTE 2.000% 8/1 | 210,000 | $330,330 | dollars as filed | principal |
| Applied Materials,Inc. | 038222105 | COM | 3,310 | $322,329 | dollars as filed | |
| Lockheed Martin Corporation | 539830109 | COM | 653 | $317,678 | dollars as filed | |
| Deere & Company | 244199105 | COM | 728 | $312,139 | dollars as filed | |
| NIKE,Inc. Class B | 654106103 | COM | 2,665 | $311,832 | dollars as filed | |
| Salesforce.com, Inc | 79466L302 | COM | 2,349 | $311,454 | dollars as filed | |
| LIBERTY MEDIA CORP DEL | 531229854 | COM SER C FRMLA | 5,200 | $310,857 | dollars as filed | |
| DEXCOM INC | 252131AH0 | NOTE 0.750%12/0 | 111,000 | $305,694 | dollars as filed | principal |
| Accenture Plc Class A | G1151C101 | COM | 1,143 | $304,999 | dollars as filed | |
| REVVITY INC | 714046109 | COM | 2,133 | $299,089 | dollars as filed | |
| Adobe Inc | 00724F101 | COM | 883 | $297,157 | dollars as filed | |
| AMERICAN INTL GROUP INC COM NEW | 026874784 | Stock | 4,633 | $292,990 | dollars as filed | |
| D R HORTON INC COM | 23331A109 | Stock | 3,260 | $290,598 | dollars as filed | |
| VALERO ENERGY CORP COM | 91913Y100 | Stock | 2,269 | $287,846 | dollars as filed | |
| Bristol-Myers Squibb Company | 110122108 | COM | 3,970 | $285,642 | dollars as filed | |
| KKR & CO INC | 48251W104 | COM | 5,912 | $274,438 | dollars as filed | |
| SOMNIGROUP INTERNATIONAL INC COM | 88023U101 | Stock | 7,986 | $274,160 | dollars as filed | |
| LINDE PLC | G5494J103 | SHS | 826 | $269,426 | dollars as filed | |
| CVS Health Corporation | 126650100 | COM | 2,820 | $262,796 | dollars as filed | |
| Eli Lilly and Company | 532457108 | COM | 708 | $259,016 | dollars as filed | |
| Gilead Sciences,Inc. | 375558103 | COM | 2,989 | $256,606 | dollars as filed | |
| NORTHROP GRUMMAN CORP COM | 666807102 | Stock | 470 | $256,437 | dollars as filed | |
| PRUDENTIAL FINL INC COM | 744320102 | Stock | 2,504 | $249,049 | dollars as filed | |
| Lowes Companies,Inc. | 548661107 | COM | 1,248 | $248,651 | dollars as filed | |
| Medtronic Plc | G5960L103 | COM | 3,192 | $248,080 | dollars as filed | |
| EXXON MOBIL CORP | 30231G102 | COM | 2,230 | $245,970 | dollars as filed | |
| Morgan Stanley | 617446448 | COM | 2,849 | $242,221 | dollars as filed | |
| Intel Corp | 458140100 | COM | 8,964 | $236,917 | dollars as filed | |
| PARKER-HANNIFIN CORP COM | 701094104 | Stock | 812 | $236,292 | dollars as filed | |
| CUMMINS INC COM | 231021106 | Stock | 972 | $235,506 | dollars as filed | |
| Raytheon Technologies Corporation | 75513E101 | COM | 2,326 | $234,740 | dollars as filed | |
| KEYCORP COM | 493267108 | Stock | 13,219 | $230,278 | dollars as filed | |
| United Parcel Service,Inc. Class B | 911312106 | COM | 1,319 | $229,297 | dollars as filed | |
| MOTOROLA SOLUTIONS INC COM NEW | 620076307 | Stock | 889 | $229,104 | dollars as filed | |
| LABORATORY CORP OF AMERICA | 50540R409 | COM NEW | 958 | $225,589 | dollars as filed | |
| ILLINOIS TOOL WKS INC | 452308109 | COM | 1,017 | $224,048 | dollars as filed | |
| DOVER CORP COM | 260003108 | Stock | 1,612 | $218,280 | dollars as filed | |
| ARCELORMITTAL SA LUXEMBOURG NY REGISTRY SH | 03938L203 | ADR | 8,267 | $216,759 | dollars as filed | |
| ISHARES TR | 464287838 | U.S. BAS MTL ETF | 1,729 | $215,727 | dollars as filed | |
| Automatic Data Processing,Inc. | 053015103 | COM | 899 | $214,737 | dollars as filed | |
| ServiceNow,Inc. | 81762P102 | COM | 551 | $213,937 | dollars as filed | |
| EQT CORP COM | 26884L109 | Stock | 6,255 | $211,608 | dollars as filed | |
| ConocoPhillips | 20825C104 | COM | 1,752 | $206,736 | dollars as filed | |
| LAUDER ESTEE COS INC CL A | 518439104 | Stock | 825 | $204,688 | dollars as filed | |
| GREEN PLAINS INC | 393222104 | COM | 6,710 | $204,659 | dollars as filed | |
| Intuit Inc. | 461202103 | COM | 518 | $201,615 | dollars as filed | |
| CLEVELAND-CLIFFS INC NEW COM | 185899101 | Stock | 11,984 | $193,064 | dollars as filed | |
| SKINHEALTH SYSTEMS INC | 88331L108 | COM CL A | 12,330 | $112,205 | dollars as filed | |
| NICE LTD | 653656AB4 | NOTE 9/1 | 35,000 | $32,988 | dollars as filed | principal |
| LIVE NATION ENTERTAINMENT IN | 538034AQ2 | NOTE 2.500% 3/1 | 12,000 | $12,757 | dollars as filed | principal |
Amendment chain
| Filing | Role | Filed | Accepted | Ingested |
|---|---|---|---|---|
| 13F-HR 0001172661-23-000806 | this filing | 2023-02-13 | acceptance time not in the bulk data set |