13F-HR filed by SSI INVESTMENT MANAGEMENT LLC
SSI INVESTMENT MANAGEMENT LLC filed this 13F-HR for the quarter ended 2023-09-30, filed 2023-11-03, with 236 holding rows worth $1,222,497,606.
- Accession
- 0001172661-23-003612
- Filer
- CIK 938487
- Filed
- 2023-11-03
- Accepted by EDGAR
- acceptance time not in the bulk data set
- Ingested
- Source
- SEC quarterly data set
13F report for Q3 2023
A holdings report, 505 entries on the cover page, a total value of $1,222,497,606 stated on the cover page (in dollars after the unit check, H1), rows summing to $1,222,497,606 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 | 192,868 | $82,823,305 | dollars as filed | |
| PIONEER NAT RES CO | 723787AP2 | NOTE 0.250% 5/1 | 13,912,000 | $34,076,053 | dollars as filed | principal |
| BOOKING HOLDINGS INC | 09857LAN8 | NOTE 0.750% 5/0 | 18,800,000 | $31,396,000 | dollars as filed | principal |
| SOUTHWEST AIRLS CO | 844741BG2 | NOTE 1.250% 5/0 | 27,762,000 | $27,789,762 | dollars as filed | principal |
| WELLS FARGO & CO | 949746804 | PERP PFD CNV A | 21,073 | $23,443,713 | dollars as filed | |
| PALO ALTO NETWORKS INC | 697435AF2 | NOTE 0.375% 6/0 | 9,919,000 | $23,364,205 | dollars as filed | principal |
| SNAP INC | 83304AAH9 | NOTE 0.125% 3/0 | 29,683,000 | $20,451,587 | dollars as filed | principal |
| ISHARES TR | 464287440 | 7-10 YR TRSY BD | 215,147 | $19,705,314 | dollars as filed | |
| VANGUARD STAR FDS | 921909768 | COM | 353,811 | $18,935,965 | dollars as filed | |
| UBER TECHNOLOGIES INC | 90353TAJ9 | NOTE 12/1 | 19,096,000 | $17,814,969 | dollars as filed | principal |
| FORD MTR CO | 345370CZ1 | NOTE 3/1 | 17,508,000 | $17,201,611 | dollars as filed | principal |
| DEXCOM INC | 252131AK3 | NOTE 0.250%11/1 | 17,213,000 | $16,223,252 | dollars as filed | principal |
| ROYAL CARIBBEAN GROUP | 780153BQ4 | NOTE 6.000% 8/1 | 7,959,000 | $15,691,170 | dollars as filed | principal |
| APOLLO GLOBAL MGMT INC | 03769M304 | CMN | 285,505 | $15,645,674 | dollars as filed | |
| WESTERN DIGITAL CORP. | 958102AP0 | NOTE 1.500% 2/0 | 14,971,000 | $14,716,493 | dollars as filed | principal |
| Shift4 Payments Inc | 82452JAB5 | Convertible bond | 14,716,000 | $14,480,544 | dollars as filed | principal |
| ZILLOW GROUP INC | 98954MAH4 | NOTE 2.750% 5/1 | 12,034,000 | $12,352,901 | dollars as filed | principal |
| CONMED CORP | 207410AH4 | NOTE 2.250% 6/1 | 12,934,000 | $12,313,168 | dollars as filed | principal |
| BANK OF AMER CORP | 060505682 | 7.25%CNV PFD L | 11,059 | $12,303,138 | dollars as filed | |
| EXACT SCIENCES CORP | 30063PAC9 | NOTE 0.375% 3/0 | 13,540,000 | $11,686,374 | dollars as filed | principal |
| ARES CAPITAL CORP | 04010LAW3 | NOTE 4.625% 3/0 | 10,987,000 | $11,144,938 | dollars as filed | principal |
| CABLE ONE, INC. | 12685JAG0 | NOTE | 14,846,000 | $11,045,424 | dollars as filed | principal |
| HELIX ENERGY SOLUTIONS GRP I | 42330PAK3 | NOTE 6.750% 2/1 | 6,324,000 | $10,880,443 | dollars as filed | principal |
| MONGODB INC | 60937PAD8 | NOTE 0.250% 1/1 | 6,262,000 | $10,701,758 | dollars as filed | principal |
| WAYFAIR INC | 94419LAF8 | NOTE 1.000% 8/1 | 12,942,000 | $10,580,087 | dollars as filed | principal |
| PENNYMAC CORP | 70932AAD5 | BOND | 10,814,000 | $10,543,650 | dollars as filed | principal |
| DATADOG INC | 23804LAB9 | NOTE 0.125% 6/1 | 8,906,000 | $10,451,191 | dollars as filed | principal |
| MICROCHIP TECHNOLOGY INC. | 595017AU8 | NOTE 0.125%11/1 | 9,829,000 | $10,320,450 | dollars as filed | principal |
| iShares Floating Rate Bond ETF | 46429B655 | SHS | 200,791 | $10,218,254 | dollars as filed | |
| TRANSOCEAN INC | 893830BT5 | DEB 4.000%12/1 | 5,657,000 | $10,136,779 | dollars as filed | principal |
| HALOZYME THERAPEUTICS INC | 40637HAF6 | NOTE 1.000% 8/1 | 10,815,000 | $10,098,507 | dollars as filed | principal |
| UPSTART HLDGS INC | 91680MAB3 | NOTE 0.250% 8/1 | 15,218,000 | $10,053,391 | dollars as filed | principal |
| AMERICAN AIRLINES GROUP INC | 02376RAF9 | NOTE 6.500% 7/0 | 9,187,000 | $9,802,529 | dollars as filed | principal |
| EQT CORP | 26884LAK5 | NOTE 1.750% 5/0 | 3,520,000 | $9,770,112 | dollars as filed | principal |
| LENDINGTREE INC | 52603BAD9 | NOTE 0.500% 7/1 | 12,194,000 | $9,602,776 | dollars as filed | principal |
| BILL HOLDINGS INC | 090043AB6 | NOTE 12/0 | 9,406,000 | $9,453,030 | dollars as filed | principal |
| DISH NETWORK CORPORATION | 25470MAB5 | NOTE 3.375% 8/1 | 15,703,000 | $9,437,503 | dollars as filed | principal |
| HAEMONETICS CORP MASS | 405024AB6 | NOTE 3/0 | 10,872,000 | $9,431,462 | dollars as filed | principal |
| ALPHATEC HLDGS INC | 02081GAB8 | NOTE 0.750% 8/0 | 9,780,000 | $9,370,463 | dollars as filed | principal |
| INSMED INC | 457669AB5 | NOTE 0.750% 6/0 | 9,325,000 | $9,250,400 | dollars as filed | principal |
| SUMMIT HOTEL PPTYS | 866082AA8 | NOTE 1.500% 2/1 | 10,829,000 | $9,096,360 | dollars as filed | principal |
| CHART INDS INC | 16115Q407 | 6.75DP CNV PFD B | 134,805 | $8,991,494 | dollars as filed | |
| WAYFAIR INC | 94419LAP6 | NOTE 3.250% 9/1 | 7,400,000 | $8,909,600 | dollars as filed | principal |
| PARSONS CORP DEL | 70202LAB8 | BOND | 6,964,000 | $8,840,799 | dollars as filed | principal |
| NEXTERA ENERGY INC | 65339F713 | CONV | 229,110 | $8,623,700 | dollars as filed | |
| PERFICIENT INC | 71375UAF8 | BOND | 10,738,000 | $8,604,360 | dollars as filed | principal |
| LIBERTY MEDIA CORP DEL | 531229AQ5 | NOTE 2.250% 8/1 | 8,757,000 | $8,520,561 | dollars as filed | principal |
| JAZZ INVESTMENTS I LTD | 472145AF8 | NOTE 2.000% 6/1 | 8,363,000 | $8,514,580 | dollars as filed | principal |
| BIOMARIN PHARMACEUTICAL INC | 09061GAH4 | NOTE 0.599% 8/0 | 8,726,000 | $8,464,220 | dollars as filed | principal |
| PEBBLEBROOK HOTEL TR | 70509VAA8 | NOTE 1.750%12/1 | 10,202,000 | $8,461,539 | dollars as filed | principal |
| AFFIRM HLDGS INC | 00827BAB2 | NOTE 11/1 | 11,295,000 | $8,429,459 | dollars as filed | principal |
| CHEESECAKE FACTORY INC | 163072AA9 | NOTE 0.375% 6/1 | 10,004,000 | $8,265,806 | dollars as filed | principal |
| EXPEDIA GROUP INC | 30212PBE4 | NOTE 2/1 | 9,347,000 | $8,120,674 | dollars as filed | principal |
| DROPBOX INC | 26210CAD6 | NOTE 3/0 | 8,495,000 | $8,044,765 | dollars as filed | principal |
| iShares iBoxx Inv Grade Corporate Bond ETF | 464287242 | SHS | 77,853 | $7,942,563 | dollars as filed | |
| JBT MAREL CORPORATION | 477839AB0 | NOTE 0.250% 5/1 | 8,769,000 | $7,865,793 | dollars as filed | principal |
| HUBSPOT INC | 443573AD2 | NOTE 0.375% 6/0 | 4,379,000 | $7,803,378 | dollars as filed | principal |
| APOLLO COML REAL ESTATE FIN | 03762UAC9 | BOND | 7,750,000 | $7,711,178 | dollars as filed | principal |
| MFA FINL INC | 55272XAA0 | BOND | 7,750,000 | $7,691,848 | dollars as filed | principal |
| SPDR Bloomberg 1-3 Month T-Bill ETF | 78468R663 | SHS | 83,381 | $7,656,043 | dollars as filed | |
| TYLER TEX INDPT SCH DIST | 902252AB1 | NOTE 0.250% 3/1 | 7,794,000 | $7,525,108 | dollars as filed | principal |
| AKAMAI TECHNOLOGIES INC | 00971TAJ0 | NOTE 0.125% 5/0 | 6,345,000 | $7,483,293 | dollars as filed | principal |
| BENTLEY SYS INC | 08265TAB5 | NOTE 0.125% 1/1 | 7,679,000 | $7,410,235 | dollars as filed | principal |
| ZSCALER INC | 98980GAB8 | NOTE 0.125% 7/0 | 6,106,000 | $7,333,306 | dollars as filed | principal |
| NCL CORP LTD | 62886HBD2 | BOND | 8,729,000 | $7,223,248 | dollars as filed | principal |
| ITRON INC | 465741AN6 | NOTE 3/1 | 8,262,000 | $7,105,320 | dollars as filed | principal |
| DIGITALOCEAN HLDGS INC | 25402DAB8 | CNV | 9,253,000 | $7,072,993 | dollars as filed | principal |
| DISH NETWORK CORPORATION | 25470MAF6 | NOTE 12/1 | 10,272,000 | $6,856,561 | dollars as filed | principal |
| FIRST TRUST LOW DURATION OPPORTUNITIES ETF | 33739Q200 | ETF | 140,229 | $6,624,418 | dollars as filed | |
| POST HLDGS INC | 737446AT1 | NOTE 2.500% 8/1 | 6,528,000 | $6,472,513 | dollars as filed | principal |
| PATRICK INDS INC | 703343AG8 | NOTE 1.750%12/0 | 6,847,000 | $6,460,146 | dollars as filed | principal |
| MACOM TECH SOLUTIONS HLDGS I | 55405YAB6 | NOTE 0.250% 3/1 | 5,547,000 | $6,301,392 | dollars as filed | principal |
| CONFLUENT INC | 20717MAB9 | NOTE 1/1 | 7,566,000 | $6,170,830 | dollars as filed | principal |
| SAREPTA THERAPEUTICS INC | 803607AD2 | NOTE 1.250% 9/1 | 5,481,998 | $6,122,845 | dollars as filed | principal |
| Bridgebio Pharma Inc Note 2.250 percent 2/0 | 10806XAD4 | Convertible | 8,217,000 | $6,121,665 | dollars as filed | principal |
| EURONET WORLDWIDE INC | 298736AL3 | NOTE 0.750% 3/1 | 6,635,000 | $6,095,906 | dollars as filed | principal |
| DRAFTKINGS INC NEW | 26142RAB0 | CNV | 8,046,000 | $6,086,799 | dollars as filed | principal |
| ARRAY TECHNOLOGIES INC | 04271TAB6 | NOTE 1.000%12/0 | 5,292,000 | $6,027,588 | dollars as filed | principal |
| ATI INC | 01741RAK8 | BOND | 2,241,000 | $6,027,170 | dollars as filed | principal |
| STRIDE INC | 86333MAA6 | NOTE 1.125% 9/0 | 5,715,000 | $6,003,608 | dollars as filed | principal |
| KBR INC | 48242WAB2 | BOND | 2,539,000 | $5,964,111 | dollars as filed | principal |
| INSULET CORP | 45784PAK7 | NOTE 0.375% 9/0 | 5,957,000 | $5,825,946 | dollars as filed | principal |
| DISH NETWORK CORPORATION | 25470MAD1 | BOND | 6,043,000 | $5,801,280 | dollars as filed | principal |
| MICROSTRATEGY INC | 594972AC5 | NOTE 0.750%12/1 | 5,311,000 | $5,716,229 | dollars as filed | principal |
| JETBLUE AIRWAYS CORP | 477143AP6 | NOTE 0.500% 4/0 | 7,176,000 | $5,547,766 | dollars as filed | principal |
| REVANCE THERAPEUTICS INC | 761330AB5 | BOND | 6,877,000 | $5,527,733 | dollars as filed | principal |
| IMAX CORP | 45245EAJ8 | NOTE 0.500% 4/0 | 5,893,000 | $5,495,223 | dollars as filed | principal |
| CLOUDFLARE INC | 18915MAC1 | NOTE 8/1 | 6,270,000 | $5,329,500 | dollars as filed | principal |
| NCL CORP LTD | 62886HAX9 | NOTE 5.375% 8/0 | 4,353,000 | $5,060,363 | dollars as filed | principal |
| SPDR SER TR | 78464A359 | BBG CONV SEC ETF | 74,292 | $5,036,998 | dollars as filed | |
| SUNNOVA ENERGY INTL INC. | 86745KAH7 | NOTE 2.625% 2/1 | 7,860,000 | $4,829,971 | dollars as filed | principal |
| CYBERARK SOFTWARE LTD | 23248VAB1 | NOTE 11/1 | 4,111,000 | $4,737,928 | dollars as filed | principal |
| COINBASE GLOBAL INC | 19260QAB3 | NOTE 0.500% 6/0 | 6,239,000 | $4,682,993 | dollars as filed | principal |
| TWO HARBORS INVENTMENT CORPO | 90187BAB7 | NOTE 6.250% 1/1 | 5,000,000 | $4,600,000 | dollars as filed | principal |
| ALNYLAM PHARMACEUTICALS INC | 02043QAB3 | NOTE 1.000% 9/1 | 4,896,000 | $4,516,560 | dollars as filed | principal |
| FIRST TR EXCHNG TRADED FD VI | 33740F755 | FT VEST LADDERED | 184,280 | $4,513,017 | dollars as filed | |
| NATERA INC | 632307AB0 | BOND | 3,407,000 | $4,505,758 | dollars as filed | principal |
| MICROSTRATEGY INC | 594972AE1 | NOTE 2/1 | 6,078,000 | $4,232,111 | dollars as filed | principal |
| SPDR S&P Metals & Mining ETF | 78464A755 | SHS | 80,198 | $4,210,395 | dollars as filed | |
| iShares Core MSCI Emerging Markets ETF | 46434G103 | SHS | 86,757 | $4,128,766 | dollars as filed | |
| Ascendis Pharma A/S | 04351PAD3 | Convertible bond | 4,508,000 | $4,113,551 | dollars as filed | principal |
| AIRBNB INC CLASS A | 009066AB7 | CLASS A | 4,625,000 | $4,070,000 | dollars as filed | principal |
| LIVENT CORP | 53814LAB4 | BOND | 1,864,000 | $4,037,424 | dollars as filed | principal |
| WISDOMTREE TR | 97717W851 | JAPN HEDGE EQT | 45,676 | $4,030,907 | dollars as filed | |
| ZILLOW GROUP INC | 98954MAG6 | NOTE 1.375% 9/0 | 3,326,000 | $3,962,929 | dollars as filed | principal |
| HALOZYME THERAPEUTICS INC | 40637HAD1 | NOTE 0.250% 3/0 | 4,577,000 | $3,862,074 | dollars as filed | principal |
| Nutanix Inc Note 0.250 percent 10/0 | 67059NAH1 | Convertible | 4,325,000 | $3,860,063 | dollars as filed | principal |
| IMPINJ INC | 453204AD1 | NOTE 1.125% 5/1 | 4,424,000 | $3,835,166 | dollars as filed | principal |
| AKAMAI TECHNOLOGIES INC | 00971TAL5 | NOTE 0.375% 9/0 | 3,672,000 | $3,824,388 | dollars as filed | principal |
| Microsoft Corp | 594918104 | COM | 11,718 | $3,699,959 | dollars as filed | |
| DAYFORCE INC | 15677JAD0 | NOTE 0.250% 3/1 | 4,116,000 | $3,619,611 | dollars as filed | principal |
| LYFT INC | 55087PAB0 | NOTE 1.500% 5/1 | 3,800,000 | $3,492,200 | dollars as filed | principal |
| REDWOOD TRUST INC | 758075AD7 | BOND | 3,541,000 | $3,470,191 | dollars as filed | principal |
| NEUROCRINE BIOSCIENCES INC | 64125CAD1 | NOTE 2.250% 5/1 | 2,296,000 | $3,406,116 | dollars as filed | principal |
| LUMENTUM HLDGS INC | 55024UAD1 | NOTE 0.500%12/1 | 4,048,000 | $3,392,224 | dollars as filed | principal |
| PROSPECT CAP CORP | 74348TAT9 | BOND | 3,406,000 | $3,377,300 | dollars as filed | principal |
| UPWORK INC | 91688FAB0 | NOTE 0.250% 8/1 | 4,000,000 | $3,282,090 | dollars as filed | principal |
| CYTOKINETICS INC | 23282WAC4 | NOTE 3.500% 7/0 | 3,534,000 | $2,997,186 | dollars as filed | principal |
| PDD HOLDINGS INC | 722304AC6 | NOTE 12/0 | 3,000,000 | $2,958,900 | dollars as filed | principal |
| SPIRIT AIRLS INC | 848577AB8 | NOTE 1.000% 5/1 | 3,550,000 | $2,951,826 | dollars as filed | principal |
| HERBALIFE NUTRITION LTD | 42703MAD5 | NOTE 2.625% 3/1 | 3,000,000 | $2,928,000 | dollars as filed | principal |
| CHEGG INC | 163092AD1 | NOTE 0.125% 3/1 | 3,250,000 | $2,921,750 | dollars as filed | principal |
| GREENBRIER COS INC | 393657AM3 | NOTE 2.875% 4/1 | 3,087,000 | $2,907,954 | dollars as filed | principal |
| 8X8 INC NEW | 282914AB6 | BOND | 3,050,000 | $2,903,295 | dollars as filed | principal |
| AES CORP | 00130H204 | CONV | 46,405 | $2,832,098 | dollars as filed | |
| RWT HLDGS INC | 749772AD1 | NOTE 5.750%10/0 | 3,000,000 | $2,776,081 | dollars as filed | principal |
| Apple Inc | 037833100 | COM | 16,011 | $2,741,243 | dollars as filed | |
| RBC BEARINGS INC | 75524B203 | CONV | 24,345 | $2,684,523 | dollars as filed | |
| ISHARES TR | 464287630 | RUS 2000 VAL ETF | 19,435 | $2,634,414 | dollars as filed | |
| SNAP INC | 83304AAF3 | NOTE 5/0 | 3,500,000 | $2,593,500 | dollars as filed | principal |
| I3 VERTICALS LLC | 44933TAB2 | NOTE 1.000% 2/1 | 2,750,000 | $2,557,500 | dollars as filed | principal |
| VERINT SYSTEMS INC | 92343XAC4 | BOND | 2,855,000 | $2,437,458 | dollars as filed | principal |
| FLAGSTAR BANK NATIONAL ASSOC | 64944P307 | UNIT 05/07/2051 | 64,890 | $2,369,105 | dollars as filed | |
| BENTLEY SYS INC | 08265TAD1 | NOTE 0.375% 7/0 | 2,550,000 | $2,203,200 | dollars as filed | principal |
| JAZZ INVESTMENTS I LTD | 472145AD3 | NOTE 1.500% 8/1 | 2,250,000 | $2,167,876 | dollars as filed | principal |
| PENNYMAC CORP | 70932AAF0 | NOTE 5.500% 3/1 | 2,400,000 | $2,154,001 | dollars as filed | principal |
| NRG ENERGY INC | 629377CG5 | DBCV 2.750% 6/0 | 2,000,000 | $2,116,000 | dollars as filed | principal |
| ENVESTNET INC | 29404KAE6 | NOTE 0.750% 8/1 | 2,228,000 | $2,051,718 | dollars as filed | principal |
| Alphabet Inc. Reg. Shares A | 02079K305 | COM | 15,642 | $2,046,912 | dollars as filed | |
| SUNNOVA ENERGY INTL INC. | 86745KAF1 | NOTE 0.250%12/0 | 3,000,000 | $1,933,502 | dollars as filed | principal |
| BLOCK INC | 852234AF0 | NOTE 0.125% 3/0 | 2,052,000 | $1,902,006 | dollars as filed | principal |
| ZIFF DAVIS INC | 48123VAE2 | NOTE 1.75% 11/01/2026 | 2,000,000 | $1,839,001 | dollars as filed | principal |
| KAMAN CORP | 483548AF0 | BOND | 1,817,000 | $1,763,763 | dollars as filed | principal |
| MITEK SYS INC | 606710AA9 | NOTE 0.750% 2/0 | 2,000,000 | $1,740,000 | dollars as filed | principal |
| PROSHARES TR | 74347X849 | INDX FD | 65,000 | $1,634,750 | dollars as filed | |
| Amazon.com, Inc | 023135106 | COM | 12,692 | $1,613,407 | dollars as filed | |
| ANYWHERE REAL ESTATE GROUP L | 75606DAP6 | CNV | 2,000,000 | $1,520,000 | dollars as filed | principal |
| INNOVIVA INC | 45781MAB7 | NOTE 2.500% 8/1 | 1,530,000 | $1,508,580 | dollars as filed | principal |
| NVIDIA Corp | 67066G104 | COM | 3,420 | $1,487,666 | dollars as filed | |
| JAMF HLDG CORP | 47074LAB1 | NOTE 0.125% 9/0 | 1,750,000 | $1,465,626 | dollars as filed | principal |
| MESA LABS INC | 59064RAA7 | NOTE 1.375% 8/1 | 1,500,000 | $1,346,251 | dollars as filed | principal |
| Utilities Select Sector SPDR Fund | 81369Y886 | SHS | 20,588 | $1,213,251 | dollars as filed | |
| META PLATFORMS INC CL A | 30303M102 | COM | 3,828 | $1,149,204 | dollars as filed | |
| COHERUS BIOSCIENCES INC | 19249HAB9 | BOND | 1,750,000 | $1,063,126 | dollars as filed | principal |
| KIMBERLY-CLARK CORP COM | 494368103 | Stock | 8,685 | $1,049,582 | dollars as filed | |
| Berkshire Hathaway Inc | 084670702 | COM | 2,738 | $959,121 | dollars as filed | |
| ON SEMICONDUCTOR CORP | 682189AS4 | NOTE 5/0 | 522,000 | $939,600 | dollars as filed | principal |
| MIDDLEBY CORP | 596278AB7 | NOTE 1.000% 9/0 | 801,000 | $896,720 | dollars as filed | principal |
| Q2 HLDGS INC | 74736LAD1 | NOTE 0.750% 6/0 | 1,000,000 | $871,900 | dollars as filed | principal |
| LOEWS CORP COM | 540424108 | Stock | 13,232 | $837,718 | dollars as filed | |
| UnitedHealth Group Inc | 91324P102 | COM | 1,502 | $757,293 | dollars as filed | |
| BLOCK INC | 852234AK9 | NOTE 0.250%11/0 | 1,000,000 | $750,620 | dollars as filed | principal |
| Procter & Gamble Co | 742718109 | COM | 4,920 | $717,631 | dollars as filed | |
| INNOVIVA INC | 45781MAD3 | NOTE 2.125% 3/1 | 825,000 | $676,650 | dollars as filed | principal |
| Johnson & Johnson | 478160104 | COM | 4,167 | $649,010 | dollars as filed | |
| JPMorgan Chase & Co | 46625H100 | COM | 4,279 | $620,541 | dollars as filed | |
| ISHARES RUSSELL 1000 VALUE ETF | 464287598 | ETF | 4,020 | $610,316 | dollars as filed | |
| SNAP INC | 83304AAB2 | NOTE 0.75% 08/01/2026 | 680,000 | $595,680 | dollars as filed | principal |
| RINGCENTRAL INC | 76680RAH0 | NOTE 3/1 | 702,000 | $590,593 | dollars as filed | principal |
| WOLFSPEED INC | 977852AB8 | NOTE 0.250% 2/1 | 859,000 | $578,966 | dollars as filed | principal |
| UNITY SOFTWARE INC | 91332UAB7 | NOTE 11/1 | 729,000 | $577,004 | dollars as filed | principal |
| Tesla Motors, Inc | 88160R101 | COM | 2,235 | $559,242 | dollars as filed | |
| Broadcom Inc. | 11135F101 | COM | 655 | $544,030 | dollars as filed | |
| Costco Wholesale Corporation | 22160K105 | COM | 931 | $525,978 | dollars as filed | |
| Visa Inc | 92826C839 | COM | 2,239 | $514,992 | dollars as filed | |
| VAIL RESORTS INC | 91879QAN9 | NOTE 1/0 | 584,000 | $513,920 | dollars as filed | principal |
| FIVE9 INC | 338307AD3 | NOTE 0.500% 6/0 | 520,000 | $485,160 | dollars as filed | principal |
| INTEGRA LIFESCIENCES HLDGS C | 457985AM1 | NOTE 0.500% 8/1 | 525,000 | $478,800 | dollars as filed | principal |
| ISHARES TR | 464287739 | U.S. REAL ES ETF | 6,109 | $477,357 | dollars as filed | |
| Bank of America Corp | 060505104 | COM | 16,797 | $459,902 | dollars as filed | |
| Pfizer Inc. | 717081103 | COM | 13,681 | $453,799 | dollars as filed | |
| IONIS PHARMACEUTICALS INC | 462222AD2 | NOTE 4/0 | 460,000 | $449,190 | dollars as filed | principal |
| Merck & Co.,Inc. | 58933Y105 | COM | 4,316 | $444,332 | dollars as filed | |
| Cisco Systems,Inc. | 17275R102 | COM | 8,125 | $436,800 | dollars as filed | |
| BURLINGTON STORES INC | 122017AB2 | NOTE 2.250% 4/1 | 448,000 | $434,291 | dollars as filed | principal |
| PepsiCo,Inc. | 713448108 | COM | 2,485 | $421,058 | dollars as filed | |
| BLOOM ENERGY CORP | 093712AH0 | COM CL A | 379,000 | $411,405 | dollars as filed | principal |
| Union Pacific Corporation | 907818108 | COM | 2,012 | $409,704 | dollars as filed | |
| Coca-Cola Company | 191216100 | COM | 7,218 | $404,064 | dollars as filed | |
| RAPID7 INC | 753422AF1 | NOTE 0.250% 3/1 | 472,000 | $402,085 | dollars as filed | principal |
| Eli Lilly and Company | 532457108 | COM | 746 | $400,699 | dollars as filed | |
| MasterCard, Inc | 57636Q104 | COM | 1,012 | $400,661 | dollars as filed | |
| Chevron Corporation | 166764100 | COM | 2,363 | $398,449 | dollars as filed | |
| Amgen Inc. | 031162100 | COM | 1,461 | $392,658 | dollars as filed | |
| Oracle Corporation | 68389X105 | COM | 3,659 | $387,561 | dollars as filed | |
| LIVE NATION ENTERTAINMENT IN | 538034AU3 | NOTE 2.000% 2/1 | 380,000 | $387,016 | dollars as filed | principal |
| McDonalds Corporation | 580135101 | COM | 1,469 | $386,993 | dollars as filed | |
| iShares Core US Aggregate Bond ETF | 464287226 | SHS | 4,053 | $381,144 | dollars as filed | |
| GUARDANT HEALTH INC | 40131MAB5 | NOTE 11/1 | 552,000 | $379,500 | dollars as filed | principal |
| ENPHASE ENERGY INC | 29355AAK3 | NOTE 3/0 | 455,000 | $376,513 | dollars as filed | principal |
| Danaher Corporation | 235851102 | COM | 1,507 | $373,887 | dollars as filed | |
| Abbott Laboratories | 002824100 | COM | 3,814 | $369,386 | dollars as filed | |
| AbbVie,Inc. | 00287Y109 | COM | 2,390 | $356,253 | dollars as filed | |
| Home Depot, Inc | 437076102 | COM | 1,164 | $351,714 | dollars as filed | |
| Schlumberger Limited | 806857108 | COM | 5,991 | $349,275 | dollars as filed | |
| Intercontinental Exchange,Inc. | 45866F104 | COM | 3,156 | $347,223 | dollars as filed | |
| ENVISTA HOLDINGS CORPORATION | 29415FAB0 | BOND | 239,000 | $331,613 | dollars as filed | principal |
| Eaton Corp. Plc | G29183103 | COM | 1,534 | $327,172 | dollars as filed | |
| Comcast Corp | 20030N101 | COM | 7,351 | $325,943 | dollars as filed | |
| CNX RES CORP | 12653CAG3 | NOTE 2.250% 5/0 | 176,000 | $318,208 | dollars as filed | principal |
| CARNIVAL CORP | 143658BT8 | BOND | 210,000 | $313,845 | dollars as filed | principal |
| Applied Materials,Inc. | 038222105 | COM | 2,260 | $312,897 | dollars as filed | |
| Adobe Inc | 00724F101 | COM | 611 | $311,549 | dollars as filed | |
| Salesforce.com, Inc | 79466L302 | COM | 1,534 | $311,065 | dollars as filed | |
| ETSY INC | 29786AAJ5 | NOTE 0.125%10/0 | 291,000 | $295,365 | dollars as filed | principal |
| Thermo Fisher Scientific Inc. | 883556102 | COM | 581 | $294,085 | dollars as filed | |
| ETSY INC | 29786AAL0 | NOTE 0.125% 9/0 | 363,000 | $290,400 | dollars as filed | principal |
| Wells Fargo & Company | 949746101 | COM | 6,928 | $283,078 | dollars as filed | |
| Caterpillar Inc. | 149123101 | COM | 1,011 | $276,003 | dollars as filed | |
| PACIRA BIOSCIENCES INC | 695127AF7 | NOTE 0.750% 8/0 | 300,000 | $269,813 | dollars as filed | principal |
| D R HORTON INC COM | 23331A109 | Stock | 2,393 | $257,176 | dollars as filed | |
| Accenture Plc Class A | G1151C101 | COM | 821 | $252,137 | dollars as filed | |
| Boeing Company | 097023105 | COM | 1,304 | $249,951 | dollars as filed | |
| SOMNIGROUP INTERNATIONAL INC COM | 88023U101 | Stock | 5,513 | $238,933 | dollars as filed | |
| Honeywell Technologies | 438516106 | COM | 1,292 | $238,684 | dollars as filed | |
| Walmart Inc. | 931142103 | COM | 1,459 | $233,338 | dollars as filed | |
| KKR & CO INC | 48251W104 | COM | 3,766 | $231,986 | dollars as filed | |
| PEABODY ENGR CORP | 704551AD2 | NOTE 3.250% 3/0 | 153,000 | $230,648 | dollars as filed | principal |
| LIBERTY MEDIA CORP DEL COM LBTY ONE S C | 531229755 | Stock | 3,557 | $221,601 | dollars as filed | |
| Walt Disney Co | 254687106 | COM | 2,712 | $219,808 | dollars as filed | |
| PARKER-HANNIFIN CORP COM | 701094104 | Stock | 554 | $215,794 | dollars as filed | |
| VALERO ENERGY CORP COM | 91913Y100 | Stock | 1,494 | $211,715 | dollars as filed | |
| ServiceNow,Inc. | 81762P102 | COM | 370 | $206,815 | dollars as filed | |
| TRANSOCEAN LTD REGISTERED SHS | H8817H100 | Stock | 14,363 | $117,920 | dollars as filed | |
| NICE LTD | 653656AB4 | NOTE 9/1 | 35,000 | $31,500 | dollars as filed | principal |
| MERCADOLIBRE INC | 58733RAD4 | NOTE 2.000% 8/1 | 10,000 | $29,055 | dollars as filed | principal |
Amendment chain
| Filing | Role | Filed | Accepted | Ingested |
|---|---|---|---|---|
| 13F-HR 0001172661-23-003612 | this filing | 2023-11-03 | acceptance time not in the bulk data set |