13F-HR filed by SSI INVESTMENT MANAGEMENT LLC
SSI INVESTMENT MANAGEMENT LLC filed this 13F-HR for the quarter ended 2024-06-30, filed 2024-07-26, with 255 holding rows worth $1,301,740,064.
- Accession
- 0001172661-24-002937
- Filer
- CIK 938487
- Filed
- 2024-07-26
- Accepted by EDGAR
- acceptance time not in the bulk data set
- Ingested
- Source
- SEC quarterly data set
13F report for Q2 2024
A holdings report, 536 entries on the cover page, a total value of $1,301,740,064 stated on the cover page (in dollars after the unit check, H1), rows summing to $1,301,740,064 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 | 174,267 | $95,364,130 | dollars as filed | |
| BOOKING HOLDINGS INC | 09857LAN8 | NOTE 0.750% 5/0 | 17,199,000 | $36,171,421 | dollars as filed | principal |
| FORD MTR CO | 345370CZ1 | NOTE 3/1 | 29,068,000 | $29,344,146 | dollars as filed | principal |
| ROYAL CARIBBEAN GROUP | 780153BQ4 | NOTE 6.000% 8/1 | 7,590,000 | $24,481,545 | dollars as filed | principal |
| WELLS FARGO & CO | 949746804 | PERP PFD CNV A | 20,338 | $24,184,734 | dollars as filed | |
| DUKE ENERGY CORP | 26441CBY0 | CONV BND | 23,425,000 | $23,356,195 | dollars as filed | principal |
| VENTAS RLTY LTD PARTNERSHIP | 92277GAZ0 | NOTE 3.750% 6/0 | 19,554,000 | $20,521,923 | dollars as filed | principal |
| APOLLO GLOBAL MGMT INC | 03769M304 | CMN | 310,520 | $20,379,428 | dollars as filed | |
| BANK OF AMER CORP | 060505682 | 7.25%CNV PFD L | 16,954 | $20,293,938 | dollars as filed | |
| INSMED INC | 457669AB5 | NOTE 0.750% 6/0 | 8,495,000 | $17,914,155 | dollars as filed | principal |
| PALO ALTO NETWORKS INC | 697435AF2 | NOTE 0.375% 6/0 | 5,240,000 | $17,853,720 | dollars as filed | principal |
| VANGUARD STAR FDS | 921909768 | COM | 276,279 | $16,659,624 | dollars as filed | |
| iShares iBoxx Inv Grade Corporate Bond ETF | 464287242 | SHS | 145,551 | $15,591,423 | dollars as filed | |
| WAYFAIR INC | 94419LAF8 | NOTE 1.000% 8/1 | 16,401,000 | $14,756,276 | dollars as filed | principal |
| DATADOG INC | 23804LAB9 | NOTE 0.125% 6/1 | 10,138,000 | $14,674,755 | dollars as filed | principal |
| INTEGER HLDGS CORP | 45826HAB5 | NOTE 2.125% 2/1 | 10,140,000 | $14,474,851 | dollars as filed | principal |
| SOUTHWEST AIRLS CO | 844741BG2 | NOTE 1.250% 5/0 | 14,453,000 | $14,467,453 | dollars as filed | principal |
| SHIFT4 PMTS INC | 82452JAD1 | NOTE 0.500% 8/0 | 14,249,000 | $13,458,181 | dollars as filed | principal |
| ON SEMICONDUCTOR CORP | 682189AU9 | NOTE 0.500% 3/0 | 14,045,999 | $13,456,068 | dollars as filed | principal |
| SOUTHERN CO | 842587DP9 | NOTE 3.875%12/1 | 12,710,000 | $12,982,680 | dollars as filed | principal |
| ENVESTNET INC | 29404KAG1 | NOTE 2.625%12/0 | 11,538,000 | $12,362,968 | dollars as filed | principal |
| Ascendis Pharma A/S | 04351PAD3 | Convertible bond | 10,915,000 | $12,134,350 | dollars as filed | principal |
| AFFIRM HLDGS INC | 00827BAB2 | NOTE 11/1 | 14,472,000 | $12,011,760 | dollars as filed | principal |
| DEXCOM INC | 252131AM9 | NOTE 0.375% 5/1 | 11,959,000 | $11,683,943 | dollars as filed | principal |
| UPSTART HLDGS INC | 91680MAB3 | NOTE 0.250% 8/1 | 14,690,000 | $11,629,356 | dollars as filed | principal |
| NATERA INC | 632307AB0 | BOND | 3,998,000 | $11,341,826 | dollars as filed | principal |
| Nutanix Inc Note 0.250 percent 10/0 | 67059NAH1 | Convertible | 9,127,000 | $10,642,082 | dollars as filed | principal |
| DRAFTKINGS INC NEW | 26142RAB0 | CNV | 12,599,000 | $10,438,273 | dollars as filed | principal |
| CABLE ONE, INC. | 12685JAG0 | NOTE | 13,738,000 | $10,197,430 | dollars as filed | principal |
| PPL CAP FDG INC | 69352PAS2 | NOTE 2.875% 3/1 | 10,604,000 | $10,142,726 | dollars as filed | principal |
| MONGODB INC | 60937PAD8 | NOTE 0.250% 1/1 | 7,677,000 | $10,107,634 | dollars as filed | principal |
| AXON ENTERPRISE INC | 05464CAB7 | NOTE 0.500%12/1 | 7,294,000 | $10,007,912 | dollars as filed | principal |
| SUMMIT HOTEL PPTYS | 866082AA8 | NOTE 1.500% 2/1 | 10,956,000 | $9,860,400 | dollars as filed | principal |
| WAYFAIR INC | 94419LAP6 | NOTE 3.250% 9/1 | 8,552,000 | $9,823,691 | dollars as filed | principal |
| GRANITE CONSTR INC | 387328AD9 | NOTE 3.750% 5/1 | 6,765,000 | $9,805,868 | dollars as filed | principal |
| CHEESECAKE FACTORY INC | 163072AA9 | NOTE 0.375% 6/1 | 10,773,000 | $9,720,125 | dollars as filed | principal |
| DIGITALOCEAN HLDGS INC | 25402DAB8 | CNV | 11,478,000 | $9,670,216 | dollars as filed | principal |
| NCL CORP LTD | 62886HBD2 | BOND | 10,402,000 | $9,665,403 | dollars as filed | principal |
| AKAMAI TECHNOLOGIES INC | 00971TAJ0 | NOTE 0.125% 5/0 | 9,182,000 | $9,622,269 | dollars as filed | principal |
| SAREPTA THERAPEUTICS INC | 803607AD2 | NOTE 1.250% 9/1 | 7,303,998 | $9,396,596 | dollars as filed | principal |
| PEBBLEBROOK HOTEL TR | 70509VAA8 | NOTE 1.750%12/1 | 10,396,000 | $9,174,471 | dollars as filed | principal |
| TWO HARBORS INVENTMENT CORPO | 90187BAB7 | NOTE 6.250% 1/1 | 9,581,000 | $9,149,855 | dollars as filed | principal |
| REVANCE THERAPEUTICS INC | 761330AB5 | BOND | 13,745,000 | $9,016,720 | dollars as filed | principal |
| HUBSPOT INC | 443573AD2 | NOTE 0.375% 6/0 | 4,327,000 | $9,008,814 | dollars as filed | principal |
| AMERICAN AIRLINES GROUP INC | 02376RAF9 | NOTE 6.500% 7/0 | 8,680,000 | $8,976,856 | dollars as filed | principal |
| LIBERTY MEDIA CORP DEL | 531229AQ5 | NOTE 2.250% 8/1 | 8,472,000 | $8,890,305 | dollars as filed | principal |
| ALBEMARLE CORP | 012653200 | 7.25% DEP SHS A | 193,925 | $8,872,069 | dollars as filed | |
| iShares Floating Rate Bond ETF | 46429B655 | SHS | 171,684 | $8,771,336 | dollars as filed | |
| TYLER TEX INDPT SCH DIST | 902252AB1 | NOTE 0.250% 3/1 | 7,797,000 | $8,537,715 | dollars as filed | principal |
| CHART INDS INC | 16115Q407 | 6.75DP CNV PFD B | 149,715 | $8,526,269 | dollars as filed | |
| MIRUM PHARMACEUTICALS INC | 604749AB7 | NOTE 4.000% 5/0 | 6,294,000 | $8,430,027 | dollars as filed | principal |
| FRESHPET INC | 358039AB1 | NOTE 3.000% 4/0 | 4,239,000 | $8,387,450 | dollars as filed | principal |
| LENDINGTREE INC | 52603BAD9 | NOTE 0.500% 7/1 | 8,828,000 | $8,276,250 | dollars as filed | principal |
| COINBASE GLOBAL INC | 19260QAB3 | NOTE 0.500% 6/0 | 7,977,000 | $8,192,379 | dollars as filed | principal |
| INVESCO EXCH TRADED FD TR II | 46138G508 | SR LN ETF | 381,917 | $8,035,534 | dollars as filed | |
| TRANSMEDICS GROUP INC | 89377MAB5 | NOTE 1.500% 6/0 | 4,578,000 | $8,028,173 | dollars as filed | principal |
| JETBLUE AIRWAYS CORP | 477143AP6 | NOTE 0.500% 4/0 | 9,097,000 | $7,979,359 | dollars as filed | principal |
| CNX RES CORP | 12653CAG3 | NOTE 2.250% 5/0 | 4,089,000 | $7,875,179 | dollars as filed | principal |
| CYBERARK SOFTWARE LTD | 23248VAB1 | NOTE 11/1 | 4,511,000 | $7,835,607 | dollars as filed | principal |
| ATI INC | 01741RAK8 | BOND | 2,106,000 | $7,536,322 | dollars as filed | principal |
| RWT HLDGS INC | 749772AD1 | NOTE 5.750%10/0 | 7,650,000 | $7,420,811 | dollars as filed | principal |
| MACOM TECH SOLUTIONS HLDGS I | 55405YAB6 | NOTE 0.250% 3/1 | 5,196,000 | $7,326,364 | dollars as filed | principal |
| ZSCALER INC | 98980GAB8 | NOTE 0.125% 7/0 | 5,304,000 | $7,120,348 | dollars as filed | principal |
| UNITY SOFTWARE INC | 91332UAB7 | NOTE 11/1 | 8,097,000 | $6,975,566 | dollars as filed | principal |
| ISHARES TR | 464287440 | 7-10 YR TRSY BD | 73,720 | $6,903,878 | dollars as filed | |
| Lantheus Hldgs Inc Note 2.625 percent 12/1 | 516544AB9 | Convertible | 5,513,999 | $6,857,380 | dollars as filed | principal |
| JANUS DETROIT STR TR | 47103U845 | HENDRSON AAA CL | 131,882 | $6,710,156 | dollars as filed | |
| FIRST TRUST LOW DURATION OPPORTUNITIES ETF | 33739Q200 | ETF | 138,038 | $6,632,726 | dollars as filed | |
| IMPINJ INC | 453204AD1 | NOTE 1.125% 5/1 | 4,162,000 | $6,437,878 | dollars as filed | principal |
| PENNYMAC CORP | 70932AAD5 | BOND | 6,324,000 | $6,244,951 | dollars as filed | principal |
| SHAKE SHACK INC | 819047AB7 | NOTE 3/0 | 7,143,000 | $6,178,695 | dollars as filed | principal |
| ITRON INC | 465741AN6 | NOTE 3/1 | 6,072,000 | $6,099,325 | dollars as filed | principal |
| MICROSTRATEGY INC | 594972AE1 | NOTE 2/1 | 5,077,000 | $6,079,708 | dollars as filed | principal |
| iShares U.S. Technology ETF | 464287721 | SHS | 39,420 | $5,932,710 | dollars as filed | |
| POST HLDGS INC | 737446AT1 | NOTE 2.500% 8/1 | 5,361,000 | $5,891,739 | dollars as filed | principal |
| INSULET CORP | 45784PAK7 | NOTE 0.375% 9/0 | 5,378,000 | $5,864,710 | dollars as filed | principal |
| GUARDANT HEALTH INC | 40131MAB5 | NOTE 11/1 | 7,614,000 | $5,819,951 | dollars as filed | principal |
| SPOTIFY USA INC | 84921RAB6 | NOTE 3/1 | 6,047,000 | $5,753,721 | dollars as filed | principal |
| BREAD FINANCIAL HOLDINGS IN | 018581AN8 | BOND | 4,323,000 | $5,753,169 | dollars as filed | principal |
| ALNYLAM PHARMACEUTICALS INC | 02043QAB3 | NOTE 1.000% 9/1 | 5,339,000 | $5,752,773 | dollars as filed | principal |
| LUMENTUM HLDGS INC | 55024UAH2 | NOTE 1.500%12/1 | 5,896,000 | $5,726,692 | dollars as filed | principal |
| PATRICK INDS INC | 703343AG8 | NOTE 1.750%12/0 | 4,598,000 | $5,563,580 | dollars as filed | principal |
| LIBERTY MEDIA CORP DEL | 531229AP7 | NOTE 3.750% 3/1 | 5,250,000 | $5,460,000 | dollars as filed | principal |
| NRG ENERGY INC | 629377CG5 | DBCV 2.750% 6/0 | 2,833,000 | $5,432,278 | dollars as filed | principal |
| MAKEMYTRIP LIMITED MAURITIUS | 56087FAB0 | NOTE 2/1 | 2,455,000 | $5,421,548 | dollars as filed | principal |
| SEMTECH CORP | 816850AF8 | NOTE 1.625%11/0 | 5,120,000 | $5,383,680 | dollars as filed | principal |
| HALOZYME THERAPEUTICS INC | 40637HAF6 | NOTE 1.000% 8/1 | 4,730,000 | $5,257,821 | dollars as filed | principal |
| FIRST TR EXCHNG TRADED FD VI | 33740F755 | FT VEST LADDERED | 181,704 | $5,254,880 | dollars as filed | |
| Microsoft Corp | 594918104 | COM | 11,586 | $5,178,363 | dollars as filed | |
| WOLFSPEED INC | 977852AD4 | NOTE 1.875%12/0 | 9,385,000 | $5,171,135 | dollars as filed | principal |
| PENNYMAC CORP | 70932AAF0 | NOTE 5.500% 3/1 | 5,425,000 | $5,160,803 | dollars as filed | principal |
| RBC BEARINGS INC | 75524B203 | CONV | 41,215 | $5,008,447 | dollars as filed | |
| NORTHERN OIL & GAS INC | 665531AJ8 | NOTE 3.625% 4/1 | 4,341,000 | $4,996,491 | dollars as filed | principal |
| ISHARES TR | 46435G102 | CONV BD ETF | 63,419 | $4,986,636 | dollars as filed | |
| STRIDE INC | 86333MAA6 | NOTE 1.125% 9/0 | 3,482,000 | $4,984,483 | dollars as filed | principal |
| CYTOKINETICS INC | 23282WAC4 | NOTE 3.500% 7/0 | 3,726,000 | $4,860,417 | dollars as filed | principal |
| LIVE NATION ENTERTAINMENT IN | 538034BA6 | NOTE 3.125% 1/1 | 4,315,000 | $4,764,500 | dollars as filed | principal |
| BRIDGEBIO PHARMA INC | 10806XAB8 | NOTE 2.500% 3/1 | 4,690,000 | $4,727,520 | dollars as filed | principal |
| Bloom Energy Corp | 093712AK3 | Bond | 4,857,000 | $4,697,859 | dollars as filed | principal |
| COLLEGIUM PHARMACEUTICAL INC | 19459JAC8 | NOTE 2.875% 2/1 | 4,250,000 | $4,683,500 | dollars as filed | principal |
| BENTLEY SYS INC | 08265TAB5 | NOTE 0.125% 1/1 | 4,681,000 | $4,631,850 | dollars as filed | principal |
| iShares Core MSCI Emerging Markets ETF | 46434G103 | SHS | 84,503 | $4,523,446 | dollars as filed | |
| GREENBRIER COS INC | 393657AM3 | NOTE 2.875% 4/1 | 4,193,000 | $4,494,896 | dollars as filed | principal |
| GLAUKOS CORP | 377322AB8 | BOND | 2,061,000 | $4,451,760 | dollars as filed | principal |
| JAZZ INVESTMENTS I LTD | 472145AF8 | NOTE 2.000% 6/1 | 4,610,000 | $4,427,906 | dollars as filed | principal |
| HCI GROUP INC | 40416EAF0 | NOTE 4.750% 6/0 | 3,389,000 | $4,410,106 | dollars as filed | principal |
| INTERDIGITAL INC | 45867GAD3 | NOTE 3.500% 6/0 | 2,817,000 | $4,355,208 | dollars as filed | principal |
| WISDOMTREE INC | 97717PAF1 | NOTE 5.750% 8/1 | 3,500,000 | $4,283,908 | dollars as filed | principal |
| VARONIS SYS INC | 922280AB8 | BOND | 2,598,000 | $4,213,956 | dollars as filed | principal |
| REDFIN CORP | 75737FAE8 | NOTE 0.500% 4/0 | 7,661,000 | $4,186,133 | dollars as filed | principal |
| ISHARES MSCI USA QUALITY FACTOR ETF | 46432F339 | ETF | 24,420 | $4,169,959 | dollars as filed | |
| SNAP INC | 83304AAF3 | NOTE 5/0 | 5,000,000 | $4,153,480 | dollars as filed | principal |
| iShares 0-5 Year High Yield Corporate Bond ETF | 46434V407 | COM | 96,713 | $4,081,289 | dollars as filed | |
| NVIDIA Corp | 67066G104 | COM | 32,485 | $4,013,197 | dollars as filed | |
| CONMED CORP | 207410AH4 | NOTE 2.250% 6/1 | 4,376,000 | $3,907,827 | dollars as filed | principal |
| VERINT SYSTEMS INC | 92343XAC4 | BOND | 4,135,000 | $3,812,470 | dollars as filed | principal |
| ISHARES TR | 464287630 | RUS 2000 VAL ETF | 24,755 | $3,770,187 | dollars as filed | |
| PDD HOLDINGS INC | 722304AC6 | NOTE 12/0 | 3,811,000 | $3,746,595 | dollars as filed | principal |
| CHEGG INC | 163092AD1 | NOTE 0.125% 3/1 | 4,000,000 | $3,700,000 | dollars as filed | principal |
| PERFICIENT INC | 71375UAF8 | BOND | 3,750,000 | $3,624,122 | dollars as filed | principal |
| Bridgebio Pharma Inc Note 2.250 percent 2/0 | 10806XAD4 | Convertible | 4,500,000 | $3,606,751 | dollars as filed | principal |
| XTRACKERS MSCI EAFE HIGH DIVIDEND YIELD EQUITY ETF | 233051630 | ETF | 144,211 | $3,515,864 | dollars as filed | |
| PERMIAN RES OPER LLC | 15136AAA0 | NOTE 3.250% 4/0 | 1,228,000 | $3,381,666 | dollars as filed | principal |
| Apple Inc | 037833100 | COM | 15,740 | $3,315,159 | dollars as filed | |
| DAYFORCE INC | 15677JAD0 | NOTE 0.250% 3/1 | 3,616,000 | $3,294,176 | dollars as filed | principal |
| TURNING PT BRANDS INC | 90041LAE5 | CORP | 3,300,000 | $3,289,774 | dollars as filed | principal |
| MARRIOTT VACATIONS WORLDWIDE | 57164YAF4 | NOTE 3.250%12/1 | 3,500,000 | $3,185,000 | dollars as filed | principal |
| HAEMONETICS CORP MASS | 405024AB6 | NOTE 3/0 | 3,531,000 | $3,165,543 | dollars as filed | principal |
| EXACT SCIENCES CORP | 30063PAB1 | NOTE 0.375% 3/1 | 3,500,000 | $3,041,758 | dollars as filed | principal |
| H World Group Ltd | 44332NAB2 | Convertible bond | 2,798,000 | $2,960,284 | dollars as filed | principal |
| ZILLOW GROUP INC | 98954MAH4 | NOTE 2.750% 5/1 | 2,891,000 | $2,913,815 | dollars as filed | principal |
| EXPEDIA GROUP INC | 30212PBE4 | NOTE 2/1 | 3,141,000 | $2,883,438 | dollars as filed | principal |
| CHEFS WHSE INC | 163086AE1 | NOTE 2.375%12/1 | 2,570,000 | $2,851,057 | dollars as filed | principal |
| HALOZYME THERAPEUTICS INC | 40637HAD1 | NOTE 0.250% 3/0 | 2,962,000 | $2,823,704 | dollars as filed | principal |
| Alphabet Inc. Reg. Shares A | 02079K305 | COM | 15,451 | $2,814,400 | dollars as filed | |
| NEXTERA ENERGY INC | 65339F713 | CONV | 65,190 | $2,706,037 | dollars as filed | |
| JAMF HLDG CORP | 47074LAB1 | NOTE 0.125% 9/0 | 3,000,000 | $2,644,932 | dollars as filed | principal |
| CMS ENERGY CORP | 125896BX7 | NOTE 3.375% 5/0 | 2,683,000 | $2,625,316 | dollars as filed | principal |
| Amazon.com, Inc | 023135106 | COM | 13,404 | $2,590,323 | dollars as filed | |
| ISHARES TR | 46429B598 | MSCI INDIA ETF | 46,379 | $2,587,021 | dollars as filed | |
| ETSY INC | 29786AAJ5 | NOTE 0.125%10/0 | 2,610,000 | $2,577,375 | dollars as filed | principal |
| BLOCK INC | 852234AK9 | NOTE 0.250%11/0 | 3,112,000 | $2,573,624 | dollars as filed | principal |
| I3 VERTICALS LLC | 44933TAB2 | NOTE 1.000% 2/1 | 2,600,000 | $2,515,501 | dollars as filed | principal |
| ZILLOW GROUP INC | 98954MAG6 | NOTE 1.375% 9/0 | 2,086,000 | $2,514,905 | dollars as filed | principal |
| FIRST MAJESTIC SILVER CORP | 32076VAD5 | NOTE 0.375% 1/1 | 3,000,000 | $2,473,800 | dollars as filed | principal |
| BENTLEY SYS INC | 08265TAD1 | NOTE 0.375% 7/0 | 2,750,000 | $2,455,750 | dollars as filed | principal |
| LUMENTUM HLDGS INC | 55024UAD1 | NOTE 0.500%12/1 | 2,500,000 | $2,251,488 | dollars as filed | principal |
| XOMETRY INC | 98423FAB5 | NOTE 1.000% 2/0 | 3,000,000 | $2,242,411 | dollars as filed | principal |
| BLACKSTONE MORTGAGE TRUST IN | 09257WAE0 | NOTE 5.500% 3/1 | 2,500,000 | $2,237,500 | dollars as filed | principal |
| CENTURY ALUM CO | 156431AQ1 | NOTE 2.750% 5/0 | 2,025,000 | $2,209,275 | dollars as filed | principal |
| AIRBNB INC CLASS A | 009066AB7 | CLASS A | 2,373,000 | $2,165,174 | dollars as filed | principal |
| RIVIAN AUTOMOTIVE INC | 76954AAB9 | NOTE 4.625% 3/1 | 2,044,000 | $1,999,238 | dollars as filed | principal |
| ARBOR REALTY TRUST INC | 038923BA5 | NOTE 7.500% 8/0 | 2,000,000 | $1,997,500 | dollars as filed | principal |
| META PLATFORMS INC CL A | 30303M102 | COM | 3,944 | $1,988,644 | dollars as filed | |
| BLACKLINE INC | 09239BAB5 | NOTE 0.125% 8/0 | 2,000,000 | $1,984,000 | dollars as filed | principal |
| MESA LABS INC | 59064RAA7 | NOTE 1.375% 8/1 | 2,000,000 | $1,879,154 | dollars as filed | principal |
| SSR Mining Inc | 784730AB9 | Convertible bond | 2,000,000 | $1,807,800 | dollars as filed | principal |
| JAZZ INVESTMENTS I LTD | 472145AD3 | NOTE 1.500% 8/1 | 1,750,000 | $1,739,500 | dollars as filed | principal |
| ZIFF DAVIS INC | 48123VAE2 | NOTE 1.75% 11/01/2026 | 1,850,000 | $1,718,157 | dollars as filed | principal |
| ANYWHERE REAL ESTATE GROUP L | 75606DAP6 | CNV | 2,000,000 | $1,625,001 | dollars as filed | principal |
| EZCORP INC | 302301AE6 | NOTE 2.375% 5/0 | 1,660,000 | $1,601,550 | dollars as filed | principal |
| 3D SYS CORP DEL | 88554DAD8 | NOTE 11/1 | 1,750,000 | $1,416,620 | dollars as filed | principal |
| Utilities Select Sector SPDR Fund | 81369Y886 | SHS | 20,288 | $1,382,424 | dollars as filed | |
| INNOVIVA INC | 45781MAD3 | NOTE 2.125% 3/1 | 1,531,000 | $1,374,073 | dollars as filed | principal |
| KIMBERLY-CLARK CORP COM | 494368103 | Stock | 8,685 | $1,200,267 | dollars as filed | |
| Berkshire Hathaway Inc | 084670702 | COM | 2,701 | $1,098,767 | dollars as filed | |
| Broadcom Inc. | 11135F101 | COM | 647 | $1,038,778 | dollars as filed | |
| UBER TECHNOLOGIES INC | 90353TAJ9 | NOTE 12/1 | 954,000 | $1,022,688 | dollars as filed | principal |
| AKAMAI TECHNOLOGIES INC | 00971TAL5 | NOTE 0.375% 9/0 | 1,046,000 | $1,011,963 | dollars as filed | principal |
| LIBERTY LATIN AMERICA LTD | 53069QAB5 | BOND | 1,000,000 | $990,725 | dollars as filed | principal |
| LOEWS CORP COM | 540424108 | Stock | 13,232 | $988,960 | dollars as filed | |
| JPMorgan Chase & Co | 46625H100 | COM | 4,212 | $851,919 | dollars as filed | |
| Procter & Gamble Co | 742718109 | COM | 4,858 | $801,181 | dollars as filed | |
| Costco Wholesale Corporation | 22160K105 | COM | 921 | $782,841 | dollars as filed | |
| UnitedHealth Group Inc | 91324P102 | COM | 1,481 | $754,214 | dollars as filed | |
| ISHARES RUSSELL 1000 VALUE ETF | 464287598 | ETF | 4,020 | $701,369 | dollars as filed | |
| Eli Lilly and Company | 532457108 | COM | 736 | $666,360 | dollars as filed | |
| Bank of America Corp | 060505104 | COM | 16,624 | $661,136 | dollars as filed | |
| SNAP INC | 83304AAB2 | NOTE 0.75% 08/01/2026 | 608,000 | $650,864 | dollars as filed | principal |
| iShares 0-3 Month Treasury Bond ETF | 46436E718 | SHS | 6,429 | $647,465 | dollars as filed | |
| SNAP INC | 83304AAH9 | NOTE 0.125% 3/0 | 770,000 | $612,920 | dollars as filed | principal |
| Johnson & Johnson | 478160104 | COM | 4,111 | $600,864 | dollars as filed | |
| Visa Inc | 92826C839 | COM | 2,212 | $580,584 | dollars as filed | |
| PARSONS CORP DEL | 70202LAB8 | BOND | 319,000 | $578,028 | dollars as filed | principal |
| ISHARES TR | 464287739 | U.S. REAL ES ETF | 6,019 | $528,107 | dollars as filed | |
| Applied Materials,Inc. | 038222105 | COM | 2,233 | $526,966 | dollars as filed | |
| Merck & Co.,Inc. | 58933Y105 | COM | 4,251 | $526,274 | dollars as filed | |
| IONIS PHARMACEUTICALS INC | 462222AD2 | NOTE 4/0 | 496,000 | $510,820 | dollars as filed | principal |
| Oracle Corporation | 68389X105 | COM | 3,609 | $509,591 | dollars as filed | |
| ENPHASE ENERGY INC | 29355AAK3 | NOTE 3/0 | 573,000 | $474,285 | dollars as filed | principal |
| Eaton Corp. Plc | G29183103 | COM | 1,512 | $474,088 | dollars as filed | |
| BURLINGTON STORES INC | 122017AB2 | NOTE 2.250% 4/1 | 394,000 | $462,753 | dollars as filed | principal |
| Coca-Cola Company | 191216100 | COM | 7,109 | $452,488 | dollars as filed | |
| Union Pacific Corporation | 907818108 | COM | 1,988 | $449,805 | dollars as filed | |
| Amgen Inc. | 031162100 | COM | 1,438 | $449,303 | dollars as filed | |
| ETSY INC | 29786AAL0 | NOTE 0.125% 9/0 | 535,000 | $446,845 | dollars as filed | principal |
| UPWORK INC | 91688FAB0 | NOTE 0.250% 8/1 | 500,000 | $443,543 | dollars as filed | principal |
| MasterCard, Inc | 57636Q104 | COM | 999 | $440,719 | dollars as filed | |
| Tesla Motors, Inc | 88160R101 | COM | 2,200 | $435,336 | dollars as filed | |
| Intercontinental Exchange,Inc. | 45866F104 | COM | 3,112 | $426,002 | dollars as filed | |
| ON SEMICONDUCTOR CORP | 682189AS4 | NOTE 5/0 | 305,000 | $425,932 | dollars as filed | principal |
| CLOUDFLARE INC | 18915MAC1 | NOTE 8/1 | 468,000 | $424,710 | dollars as filed | principal |
| ALLIANT ENERGY CORP | 018802AC2 | NOTE 3.875% 3/1 | 423,000 | $416,444 | dollars as filed | principal |
| Wells Fargo & Company | 949746101 | COM | 6,878 | $408,484 | dollars as filed | |
| PepsiCo,Inc. | 713448108 | COM | 2,458 | $405,398 | dollars as filed | |
| AbbVie,Inc. | 00287Y109 | COM | 2,346 | $402,386 | dollars as filed | |
| Home Depot, Inc | 437076102 | COM | 1,147 | $394,843 | dollars as filed | |
| Abbott Laboratories | 002824100 | COM | 3,765 | $391,221 | dollars as filed | |
| KKR & CO INC | 48251W104 | COM | 3,706 | $390,019 | dollars as filed | |
| Salesforce.com, Inc | 79466L302 | COM | 1,514 | $389,249 | dollars as filed | |
| Cisco Systems,Inc. | 17275R102 | COM | 8,023 | $381,173 | dollars as filed | |
| WOLFSPEED INC | 977852AB8 | NOTE 0.250% 2/1 | 646,000 | $380,817 | dollars as filed | principal |
| MIDDLEBY CORP | 596278AB7 | NOTE 1.000% 9/0 | 357,000 | $380,145 | dollars as filed | principal |
| Pfizer Inc. | 717081103 | COM | 13,485 | $377,310 | dollars as filed | |
| Danaher Corporation | 235851102 | COM | 1,489 | $372,027 | dollars as filed | |
| iShares Core US Aggregate Bond ETF | 464287226 | SHS | 3,809 | $369,740 | dollars as filed | |
| McDonalds Corporation | 580135101 | COM | 1,444 | $367,989 | dollars as filed | |
| Chevron Corporation | 166764100 | COM | 2,329 | $364,302 | dollars as filed | |
| MICROSTRATEGY INC | 594972AC5 | NOTE 0.750%12/1 | 102,000 | $352,818 | dollars as filed | principal |
| Adobe Inc | 00724F101 | COM | 603 | $334,991 | dollars as filed | |
| D R HORTON INC COM | 23331A109 | Stock | 2,370 | $334,004 | dollars as filed | |
| Caterpillar Inc. | 149123101 | COM | 992 | $330,435 | dollars as filed | |
| Thermo Fisher Scientific Inc. | 883556102 | COM | 573 | $316,869 | dollars as filed | |
| EURONET WORLDWIDE INC | 298736AL3 | NOTE 0.750% 3/1 | 318,000 | $308,142 | dollars as filed | principal |
| Uber Technologies | 90353T100 | COM | 4,168 | $302,930 | dollars as filed | |
| Micron Technology,Inc. | 595112103 | COM | 2,267 | $298,179 | dollars as filed | |
| UNITED STATES STL CORP | 912909AT5 | NOTE 5.000%11/0 | 102,000 | $290,088 | dollars as filed | principal |
| Walmart Inc. | 931142103 | COM | 4,261 | $288,512 | dollars as filed | |
| ServiceNow,Inc. | 81762P102 | COM | 365 | $287,135 | dollars as filed | |
| Comcast Corp | 20030N101 | COM | 7,254 | $284,067 | dollars as filed | |
| PARKER-HANNIFIN CORP COM | 701094104 | Stock | 546 | $276,172 | dollars as filed | |
| MICROCHIP TECHNOLOGY INC. | 595017AU8 | NOTE 0.125%11/1 | 259,000 | $273,276 | dollars as filed | principal |
| Honeywell Technologies | 438516106 | COM | 1,274 | $272,050 | dollars as filed | |
| Walt Disney Co | 254687106 | COM | 2,675 | $265,601 | dollars as filed | |
| LIBERTY MEDIA CORP DEL COM LBTY ONE S C | 531229755 | Stock | 3,505 | $251,799 | dollars as filed | |
| Accenture Plc Class A | G1151C101 | COM | 809 | $245,459 | dollars as filed | |
| LAM RESEARCH CORP | 512807108 | COM | 221 | $235,332 | dollars as filed | |
| Linde plc | G54950103 | COM | 535 | $234,763 | dollars as filed | |
| Boeing Company | 097023105 | COM | 1,285 | $233,883 | dollars as filed | |
| AMERICAN INTL GROUP INC COM NEW | 026874784 | Stock | 3,124 | $231,926 | dollars as filed | |
| Intuit Inc. | 461202103 | COM | 352 | $231,338 | dollars as filed | |
| VALERO ENERGY CORP COM | 91913Y100 | Stock | 1,474 | $231,064 | dollars as filed | |
| Lockheed Martin Corporation | 539830109 | COM | 473 | $220,938 | dollars as filed | |
| TJX Companies Inc | 872540109 | COM | 1,982 | $218,218 | dollars as filed | |
| MOTOROLA SOLUTIONS INC COM NEW | 620076307 | Stock | 527 | $203,448 | dollars as filed | |
| Verizon Communications Inc | 92343V104 | COM | 4,881 | $201,292 | dollars as filed | |
| VEECO INSTRS INC DEL | 922417AJ9 | NOTE 2.875% 6/0 | 104,000 | $179,078 | dollars as filed | principal |
| PEABODY ENGR CORP | 704551AD2 | NOTE 3.250% 3/0 | 124,000 | $162,626 | dollars as filed | principal |
| JBT MAREL CORPORATION | 477839AB0 | NOTE 0.250% 5/1 | 162,000 | $148,327 | dollars as filed | principal |
| PROSPECT CAP CORP | 74348TAT9 | BOND | 92,000 | $91,660 | dollars as filed | principal |
| DROPBOX INC | 26210CAD6 | NOTE 3/0 | 98,000 | $89,119 | dollars as filed | principal |
| TRANSOCEAN LTD REGISTERED SHS | H8817H100 | Stock | 14,133 | $75,612 | dollars as filed | |
| BLOCK INC | 852234AF0 | NOTE 0.125% 3/0 | 44,000 | $42,396 | dollars as filed | principal |
| Shift4 Payments Inc | 82452JAB5 | Convertible bond | 28,000 | $31,150 | dollars as filed | principal |
| ENVISTA HOLDINGS CORPORATION | 29415FAB0 | BOND | 10,000 | $10,227 | dollars as filed | principal |
Amendment chain
| Filing | Role | Filed | Accepted | Ingested |
|---|---|---|---|---|
| 13F-HR 0001172661-24-002937 | this filing | 2024-07-26 | acceptance time not in the bulk data set |