13F-HR filed by SSI INVESTMENT MANAGEMENT LLC
SSI INVESTMENT MANAGEMENT LLC filed this 13F-HR for the quarter ended 2025-06-30, filed 2025-08-14, with 251 holding rows worth $1,417,622,994.
- Accession
- 0001172661-25-003427
- Filer
- CIK 938487
- Filed
- 2025-08-14
- Accepted by EDGAR
- acceptance time not in the bulk data set
- Ingested
- Source
- SEC quarterly data set
13F report for Q2 2025
A holdings report, 562 entries on the cover page, a total value of $1,417,622,994 stated on the cover page (in dollars after the unit check, H1), rows summing to $1,417,622,994 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 | 91,839 | $57,022,836 | dollars as filed | |
| NEXTERA ENERGY CAP HLDGS INC | 65339KCY4 | NOTE 3.000% 3/0 | 33,568,000 | $38,166,816 | dollars as filed | principal |
| BOEING CO | 097023204 | DEP CONV PFD A | 530,320 | $36,189,037 | dollars as filed | |
| UBER TECHNOLOGIES INC | 90353TAM2 | NOTE 0.875%12/0 | 24,343,000 | $34,725,297 | dollars as filed | principal |
| SOUTHERN CO | 842587DP9 | NOTE 3.875%12/1 | 28,176,000 | $31,185,197 | dollars as filed | principal |
| APOLLO GLOBAL MGMT INC | 03769M304 | CMN | 328,900 | $24,725,771 | dollars as filed | |
| DUKE ENERGY CORP | 26441CBY0 | CONV BND | 23,105,000 | $24,445,090 | dollars as filed | principal |
| WELLS FARGO & CO | 949746804 | PERP PFD CNV A | 18,091 | $21,223,244 | dollars as filed | |
| SEAGATE HDD CAYMAN | 81180WBL4 | NOTE 3.500% 6/0 | 11,180,000 | $20,107,238 | dollars as filed | principal |
| WESTERN DIGITAL CORP | 958102AT2 | NOTE 3.000%11/1 | 11,053,000 | $19,840,135 | dollars as filed | principal |
| BANK OF AMER CORP | 060505682 | 7.25%CNV PFD L | 16,023 | $19,448,636 | dollars as filed | |
| ARES MANAGEMENT CORPORATION | 03990B309 | CMN | 360,545 | $19,339,636 | dollars as filed | |
| MKS INC. | 55306NAB0 | NOTE 1.250% 6/0 | 19,084,000 | $18,807,293 | dollars as filed | principal |
| PARSONS CORP DEL | 70202LAD4 | NOTE 2.625% 3/0 | 16,747,000 | $17,802,061 | dollars as filed | principal |
| PPL CAP FDG INC | 69352PAS2 | NOTE 2.875% 3/1 | 15,852,000 | $17,120,994 | dollars as filed | principal |
| VENTAS RLTY LTD PARTNERSHIP | 92277GAZ0 | NOTE 3.750% 6/0 | 13,541,000 | $16,188,274 | dollars as filed | principal |
| WEC ENERGY GROUP INC | 92939UAP1 | NOTE 4.375% 6/0 | 14,311,000 | $16,119,912 | dollars as filed | principal |
| HEWLETT PACKARD ENTERPRISE C | 42824C208 | CMN | 270,165 | $15,942,436 | dollars as filed | |
| STRATEGY INC | 594972AL5 | NOTE 0.875% 3/1 | 8,202,000 | $15,456,673 | dollars as filed | principal |
| iShares iBoxx Inv Grade Corporate Bond ETF | 464287242 | SHS | 140,599 | $15,411,055 | dollars as filed | |
| Ascendis Pharma A/S | 04351PAD3 | Convertible bond | 12,138,000 | $15,175,242 | dollars as filed | principal |
| KKR & CO INC | 48251W500 | CMN | 273,135 | $14,638,255 | dollars as filed | |
| SHIFT4 PMTS INC | 82452JAD1 | NOTE 0.500% 8/0 | 13,592,000 | $14,543,440 | dollars as filed | principal |
| ON SEMICONDUCTOR CORP | 682189AS4 | NOTE 5/0 | 11,944,000 | $14,140,502 | dollars as filed | principal |
| iShares U.S. Technology ETF | 464287721 | SHS | 79,605 | $13,793,157 | dollars as filed | |
| MICROCHIP TECHNOLOGY INC. | 595017302 | DEP SHS REPSTG | 207,655 | $13,601,409 | dollars as filed | |
| VANGUARD STAR FDS | 921909768 | COM | 190,921 | $13,190,730 | dollars as filed | |
| BrightSpring Health Services Inc | 10950A205 | Preferred Shares | 150,380 | $12,392,817 | dollars as filed | |
| CLOUDFLARE INC | 18915MAC1 | NOTE 8/1 | 10,447,000 | $12,359,846 | dollars as filed | principal |
| RIVIAN AUTOMOTIVE INC | 76954AAD5 | NOTE 3.625%10/1 | 13,758,000 | $12,334,052 | dollars as filed | principal |
| UBER TECHNOLOGIES INC | 90353TAJ9 | NOTE 12/1 | 9,780,000 | $11,706,660 | dollars as filed | principal |
| MIRUM PHARMACEUTICALS INC | 604749AB7 | NOTE 4.000% 5/0 | 6,413,000 | $11,363,836 | dollars as filed | principal |
| PROGRESS SOFTWARE CORP | 743312AD2 | NOTE 3.500% 3/0 | 9,356,000 | $10,820,223 | dollars as filed | principal |
| ALIBABA GROUP HLDG LTD | 01609WBG6 | NOTE 0.500% 6/0 | 8,480,000 | $10,802,030 | dollars as filed | principal |
| JANUS DETROIT STR TR | 47103U845 | HENDRSON AAA CL | 209,424 | $10,628,271 | dollars as filed | |
| WAYFAIR INC | 94419LAP6 | NOTE 3.250% 9/1 | 9,299,000 | $10,596,217 | dollars as filed | principal |
| LIBERTY MEDIA CORP DEL | 531229AQ5 | NOTE 2.250% 8/1 | 7,697,000 | $10,229,313 | dollars as filed | principal |
| ALBEMARLE CORP | 012653200 | 7.25% DEP SHS A | 301,800 | $9,708,908 | dollars as filed | |
| TWO HARBORS INVENTMENT CORPO | 90187BAB7 | NOTE 6.250% 1/1 | 9,784,000 | $9,598,104 | dollars as filed | principal |
| COINBASE GLOBAL INC | 19260QAF4 | NOTE 0.250% 4/0 | 7,328,000 | $9,566,712 | dollars as filed | principal |
| GLOBAL PMTS INC | 37940XAU6 | NOTE 1.500% 3/0 | 10,564,000 | $9,433,652 | dollars as filed | principal |
| FIRST TR EXCHNG TRADED FD VI | 33740F755 | FT VEST LADDERED | 288,390 | $9,170,802 | dollars as filed | |
| Nutanix Inc Note 0.250 percent 10/0 | 67059NAH1 | Convertible | 6,473,000 | $9,107,511 | dollars as filed | principal |
| INVESCO EXCH TRADED FD TR II | 46138G508 | SR LN ETF | 432,174 | $9,041,081 | dollars as filed | |
| EVERGY INC | 30034WAD8 | NOTE 4.500%12/1 | 7,718,000 | $9,026,204 | dollars as filed | principal |
| SPOTIFY USA INC | 84921RAB6 | NOTE 3/1 | 5,952,000 | $9,016,686 | dollars as filed | principal |
| INVESCO EXCHANGE-TRADED FD TR S&P 500 EQUAL WEIGHT ETF | 46137V357 | COM | 49,302 | $8,960,145 | dollars as filed | |
| INVESCO EXCH TRADED FD TR II | 46138E628 | KBW BK ETF | 124,746 | $8,934,310 | dollars as filed | |
| ALNYLAM PHARMACEUTICALS INC | 02043QAB3 | NOTE 1.000% 9/1 | 6,837,000 | $8,881,263 | dollars as filed | principal |
| LUMENTUM HLDGS INC | 55024UAH2 | NOTE 1.500%12/1 | 5,586,000 | $8,566,138 | dollars as filed | principal |
| Redwood Trust Inc Note 7.750 percent 6/1 | 758075AF2 | Convertible | 8,650,000 | $8,546,086 | dollars as filed | principal |
| Shift4 Payments Inc. | 82452J307 | PFD | 72,750 | $8,407,718 | dollars as filed | |
| LUMENTUM HLDGS INC | 55024UAD1 | NOTE 0.500%12/1 | 6,942,000 | $8,155,223 | dollars as filed | principal |
| iShares 0-5 Year High Yield Corporate Bond ETF | 46434V407 | COM | 187,827 | $8,102,859 | dollars as filed | |
| EXPEDIA GROUP INC | 30212PBE4 | NOTE 2/1 | 8,328,000 | $8,094,816 | dollars as filed | principal |
| LIVE NATION ENTERTAINMENT IN | 538034BA6 | NOTE 3.125% 1/1 | 5,234,000 | $8,039,424 | dollars as filed | principal |
| iShares MSCI ACWI ex U.S. ETF | 464288240 | SHS | 130,951 | $7,980,155 | dollars as filed | |
| EQUINOX GOLD CORP | 29446YAC0 | NOTE 4.750%10/1 | 6,646,000 | $7,975,200 | dollars as filed | principal |
| AXON ENTERPRISE INC | 05464CAB7 | NOTE 0.500%12/1 | 2,181,000 | $7,911,582 | dollars as filed | principal |
| JANUS HENDERSON B-BBB CLO ETF | 47103U753 | ETF | 163,931 | $7,903,113 | dollars as filed | |
| AFFIRM HLDGS INC | 00827BAB2 | NOTE 11/1 | 8,427,000 | $7,891,889 | dollars as filed | principal |
| JD.COM INC | 47215PAJ5 | NOTE 0.250% 6/0 | 7,577,000 | $7,883,873 | dollars as filed | principal |
| ADVANCED ENERGY INDS | 007973AE0 | NOTE 2.500% 9/1 | 6,545,000 | $7,840,256 | dollars as filed | principal |
| FORD MTR CO | 345370CZ1 | NOTE 3/1 | 7,781,000 | $7,687,628 | dollars as filed | principal |
| ISHARES MSCI USA QUALITY FACTOR ETF | 46432F339 | ETF | 41,825 | $7,646,447 | dollars as filed | |
| ISHARES TR | 464287440 | 7-10 YR TRSY BD | 79,767 | $7,639,289 | dollars as filed | |
| QXO INC | 82846H504 | 5.50 DEP PFD | 122,365 | $7,497,301 | dollars as filed | |
| STRIDE INC | 86333MAA6 | NOTE 1.125% 9/0 | 2,594,000 | $7,216,508 | dollars as filed | principal |
| TETRA TECH INC NEW | 88162GAB9 | DBCV 2.250% 8/1 | 6,337,000 | $7,129,125 | dollars as filed | principal |
| INSULET CORP | 45784PAK7 | NOTE 0.375% 9/0 | 5,010,000 | $7,036,216 | dollars as filed | principal |
| HALOZYME THERAPEUTICS INC | 40637HAF6 | NOTE 1.000% 8/1 | 6,158,000 | $7,010,891 | dollars as filed | principal |
| GRANITE CONSTR INC | 387328AF4 | NOTE 3.250% 6/1 | 5,102,000 | $6,961,686 | dollars as filed | principal |
| iShares Core MSCI Emerging Markets ETF | 46434G103 | SHS | 113,633 | $6,821,389 | dollars as filed | |
| LENDINGTREE INC | 52603BAD9 | NOTE 0.500% 7/1 | 6,844,000 | $6,809,780 | dollars as filed | principal |
| PG&E CORP | 69331CAL2 | NOTE 4.250%12/0 | 6,822,000 | $6,769,470 | dollars as filed | principal |
| ISHARES TR | 46435G102 | CONV BD ETF | 73,095 | $6,585,865 | dollars as filed | |
| ITRON INC | 465741AN6 | NOTE 3/1 | 5,836,000 | $6,574,261 | dollars as filed | principal |
| CHART INDS INC | 16115Q407 | 6.75DP CNV PFD B | 108,320 | $6,569,612 | dollars as filed | |
| FLUOR CORP | 343412AJ1 | NOTE 1.125% 8/1 | 4,863,000 | $6,380,256 | dollars as filed | principal |
| ALLIANT ENERGY CORP | 018802AC2 | NOTE 3.875% 3/1 | 6,016,000 | $6,178,432 | dollars as filed | principal |
| ENOVIS CORPORATION | 194014AB2 | NOTE 3.875%10/1 | 6,250,000 | $6,153,126 | dollars as filed | principal |
| LIBERTY MEDIA CORP DEL | 531229AP7 | NOTE 3.750% 3/1 | 5,750,000 | $5,974,250 | dollars as filed | principal |
| Sphere Entertainment Co Note 3.500 percent 12/0 | 55826TAB8 | Convertible | 4,250,000 | $5,956,376 | dollars as filed | principal |
| ARBOR REALTY TRUST INC | 038923BA5 | NOTE 7.500% 8/0 | 6,000,000 | $5,943,001 | dollars as filed | principal |
| ON SEMICONDUCTOR CORP | 682189AU9 | NOTE 0.500% 3/0 | 6,383,000 | $5,899,168 | dollars as filed | principal |
| FIRST TR EXCHANGE-TRADED FD | 33741X102 | SMID RISNG ETF | 166,163 | $5,862,231 | dollars as filed | |
| FUBOTV INC | 35953DAB0 | NOTE 3.250% 2/1 | 5,927,000 | $5,781,792 | dollars as filed | principal |
| CONMED CORP | 207410AH4 | NOTE 2.250% 6/1 | 6,088,000 | $5,768,181 | dollars as filed | principal |
| IMAX CORP | 45245EAJ8 | NOTE 0.500% 4/0 | 5,128,000 | $5,747,869 | dollars as filed | principal |
| PENNYMAC CORP | 70932AAF0 | NOTE 5.500% 3/1 | 5,712,000 | $5,646,313 | dollars as filed | principal |
| PEBBLEBROOK HOTEL TR | 70509VAA8 | NOTE 1.750%12/1 | 5,967,000 | $5,639,305 | dollars as filed | principal |
| PTC THERAPEUTICS INC | 69366JAD3 | NOTE 1.500% 9/1 | 4,773,000 | $5,497,900 | dollars as filed | principal |
| Bloom Energy Corp | 093712AK3 | Bond | 3,716,000 | $5,495,964 | dollars as filed | principal |
| GUARDANT HEALTH INC | 40131MAD1 | DEBT 1.250% 2/1 | 4,685,000 | $5,449,429 | dollars as filed | principal |
| CENTERPOINT ENERGY INC | 15189TBD8 | NOTE 4.250% 8/1 | 4,932,000 | $5,336,424 | dollars as filed | principal |
| WISDOMTREE INC | 97717PAF1 | NOTE 5.750% 8/1 | 4,000,000 | $5,250,001 | dollars as filed | principal |
| TRIP COM GROUP LTD | 89677QAB3 | NOTE 0.750% 6/1 | 4,689,000 | $5,202,453 | dollars as filed | principal |
| BLOCK INC | 852234AK9 | NOTE 0.250%11/0 | 5,796,000 | $5,172,932 | dollars as filed | principal |
| Bridgebio Pharma Inc Note 2.250 percent 2/0 | 10806XAD4 | Convertible | 5,500,000 | $5,120,500 | dollars as filed | principal |
| SUMMIT HOTEL PPTYS | 866082AA8 | NOTE 1.500% 2/1 | 5,305,000 | $5,119,325 | dollars as filed | principal |
| INTERDIGITAL INC | 45867GAD3 | NOTE 3.500% 6/0 | 1,749,000 | $5,093,973 | dollars as filed | principal |
| REPLIGEN CORP | 759916AD1 | NOTE 1.000%12/1 | 5,098,000 | $5,049,576 | dollars as filed | principal |
| POST HLDGS INC | 737446AT1 | NOTE 2.500% 8/1 | 4,261,000 | $4,863,938 | dollars as filed | principal |
| SOLAREDGE TECHNOLOGIES INC | 83417MAD6 | NOTE 9/1 | 5,000,000 | $4,850,000 | dollars as filed | principal |
| Wayfair Inc | 94419LAR2 | Convertible bond | 3,474,000 | $4,692,948 | dollars as filed | principal |
| Q2 HLDGS INC | 74736LAD1 | NOTE 0.750% 6/0 | 3,891,000 | $4,616,678 | dollars as filed | principal |
| GREENBRIER COS INC | 393657AM3 | NOTE 2.875% 4/1 | 4,319,000 | $4,583,756 | dollars as filed | principal |
| Lyft Inc Note 0.625 percent 3/0 | 55087PAD6 | Convertible | 4,293,000 | $4,576,338 | dollars as filed | principal |
| CSG SYS INTL INC | 126349AH2 | NOTE 3.875% 9/1 | 4,041,000 | $4,552,188 | dollars as filed | principal |
| CHEFS WHSE INC | 163086AE1 | NOTE 2.375%12/1 | 2,886,000 | $4,490,616 | dollars as filed | principal |
| BLACKSTONE MORTGAGE TRUST IN | 09257WAE0 | NOTE 5.500% 3/1 | 4,604,000 | $4,470,484 | dollars as filed | principal |
| Lantheus Hldgs Inc Note 2.625 percent 12/1 | 516544AB9 | Convertible | 3,502,000 | $4,444,038 | dollars as filed | principal |
| BURLINGTON STORES INC | 122017AD8 | NOTE 1.250%12/1 | 3,440,000 | $4,435,887 | dollars as filed | principal |
| iShares Russell 2000 ETF | 464287655 | SHS | 20,068 | $4,330,477 | dollars as filed | |
| PAR TECHNOLOGY CORP | 698884AE3 | NOTE 1.500%10/1 | 3,727,000 | $4,260,429 | dollars as filed | principal |
| NORTHERN OIL & GAS INC | 665531AJ8 | NOTE 3.625% 4/1 | 4,041,000 | $4,212,752 | dollars as filed | principal |
| DRAFTKINGS INC NEW | 26142RAB0 | CNV | 4,648,000 | $4,157,639 | dollars as filed | principal |
| COLLEGIUM PHARMACEUTICAL INC | 19459JAC8 | NOTE 2.875% 2/1 | 3,850,000 | $4,125,276 | dollars as filed | principal |
| Spectrum Brands, Inc. | 84762LAZ8 | Convertible Bond | 4,500,000 | $4,079,251 | dollars as filed | principal |
| CIPHER DIGITAL INC | 17253JAA4 | NOTE 1.750% 5/1 | 3,154,000 | $4,024,504 | dollars as filed | principal |
| MARRIOTT VACATIONS WORLDWIDE | 57164YAF4 | NOTE 3.250%12/1 | 4,300,000 | $4,003,300 | dollars as filed | principal |
| NCL CORP LTD | 62886HBK6 | NOTE 2.500% 2/1 | 4,000,000 | $3,994,001 | dollars as filed | principal |
| XTRACKERS MSCI EAFE HIGH DIVIDEND YIELD EQUITY ETF | 233051630 | ETF | 136,493 | $3,939,189 | dollars as filed | |
| EVOLENT HEALTH INC | 30050BAH4 | NOTE 3.500%12/0 | 4,500,000 | $3,818,941 | dollars as filed | principal |
| IRHYTHM HOLDINGS INC | 450056AB2 | NOTE 1.500% 9/0 | 2,981,000 | $3,817,176 | dollars as filed | principal |
| Snap Inc Note 0.500 percent 5/0 | 83304AAK2 | Convertible | 4,500,000 | $3,816,000 | dollars as filed | principal |
| NCL CORP LTD | 62886HBD2 | BOND | 3,883,000 | $3,815,052 | dollars as filed | principal |
| BENTLEY SYS INC | 08265TAD1 | NOTE 0.375% 7/0 | 4,000,000 | $3,772,000 | dollars as filed | principal |
| HAEMONETICS CORP MASS | 405024AD2 | NOTE 2.500% 6/0 | 3,725,000 | $3,696,157 | dollars as filed | principal |
| SOUTHERN CO | 842587DZ7 | NOTE 4.500% 6/1 | 3,280,000 | $3,608,036 | dollars as filed | principal |
| DAYFORCE INC | 15677JAD0 | NOTE 0.250% 3/1 | 3,750,000 | $3,607,500 | dollars as filed | principal |
| UGI CORP NEW | 902681AB1 | NOTE 5.000% 6/0 | 2,603,000 | $3,586,866 | dollars as filed | principal |
| VISHAY INTERTECHNOLOGY INC | 928298AR9 | NOTE 2.250% 9/1 | 4,000,000 | $3,580,000 | dollars as filed | principal |
| CYTOKINETICS INC | 23282WAC4 | NOTE 3.500% 7/0 | 3,343,000 | $3,555,287 | dollars as filed | principal |
| ALARM COM HLDGS INC | 011642AD7 | NOTE 2.250% 6/0 | 3,500,000 | $3,386,438 | dollars as filed | principal |
| AMERICAN AIRLINES GROUP INC | 02376RAF9 | NOTE 6.500% 7/0 | 3,357,000 | $3,356,665 | dollars as filed | principal |
| Microsoft Corp | 594918104 | COM | 6,643 | $3,304,295 | dollars as filed | |
| FORTUNA MNG CORP | 349915AE8 | NOTE 3.750% 6/3 | 2,500,000 | $3,232,750 | dollars as filed | principal |
| NVIDIA Corp | 67066G104 | COM | 19,923 | $3,147,635 | dollars as filed | |
| RAPID7 INC | 753422AH7 | NOTE 1.250% 3/1 | 3,500,000 | $3,093,126 | dollars as filed | principal |
| FIVE9 INC | 338307AF8 | CNV | 3,500,000 | $3,050,252 | dollars as filed | principal |
| GLOBAL X FDS | 37954Y871 | GLOBAL X URANIUM | 75,388 | $2,925,806 | dollars as filed | |
| TYLER TEX INDPT SCH DIST | 902252AB1 | NOTE 0.250% 3/1 | 2,329,000 | $2,862,341 | dollars as filed | principal |
| CMS ENERGY CORP | 125896BX7 | NOTE 3.375% 5/0 | 2,683,000 | $2,852,029 | dollars as filed | principal |
| PELOTON INTERACTIVE INC | 70614WAD2 | NOTE 5.500%12/0 | 1,511,000 | $2,772,450 | dollars as filed | principal |
| CINEMARK HLDGS INC | 17243VAB8 | NOTE 4.500% 8/1 | 1,280,000 | $2,711,040 | dollars as filed | principal |
| GUARDANT HEALTH INC | 40131MAB5 | NOTE 11/1 | 2,828,000 | $2,557,610 | dollars as filed | principal |
| VERINT SYSTEMS INC | 92343XAC4 | BOND | 2,625,000 | $2,510,814 | dollars as filed | principal |
| Capital Southwest Corp | 140501AE7 | Convertible Bond | 2,500,000 | $2,457,811 | dollars as filed | principal |
| ISHARES TR | 46429B598 | MSCI INDIA ETF | 44,108 | $2,455,933 | dollars as filed | |
| HAEMONETICS CORP MASS | 405024AB6 | NOTE 3/0 | 2,500,000 | $2,409,047 | dollars as filed | principal |
| ENPHASE ENERGY INC | 29355AAH0 | NOTE 3/0 | 2,500,000 | $2,387,482 | dollars as filed | principal |
| PROS HOLDINGS INC | 74346YAG8 | NOTE 2.250% 9/1 | 2,500,000 | $2,345,000 | dollars as filed | principal |
| MERITAGE HOMES CORP | 59001ABF8 | NOTE 1.750% 5/1 | 2,376,000 | $2,300,504 | dollars as filed | principal |
| UPSTART HLDGS INC | 91680MAB3 | NOTE 0.250% 8/1 | 2,417,000 | $2,284,065 | dollars as filed | principal |
| CENTURY ALUM CO | 156431AQ1 | NOTE 2.750% 5/0 | 1,900,000 | $2,259,853 | dollars as filed | principal |
| JAMF HLDG CORP | 47074LAB1 | NOTE 0.125% 9/0 | 2,375,000 | $2,231,316 | dollars as filed | principal |
| TELADOC HEALTH INC | 87918AAF2 | NOTE 1.250% 6/0 | 2,396,000 | $2,203,849 | dollars as filed | principal |
| APPLIED OPTOELECTRONICS INC | 03823UAE2 | NOTE 2.750% 1/1 | 2,250,000 | $2,199,088 | dollars as filed | principal |
| Apple Inc | 037833100 | COM | 10,656 | $2,186,291 | dollars as filed | |
| IONIS PHARMACEUTICALS INC | 462222AF7 | NOTE 1.750% 6/1 | 2,000,000 | $2,098,751 | dollars as filed | principal |
| NEXTERA ENERGY INC | 65339F663 | CMN | 44,425 | $2,095,974 | dollars as filed | |
| DEXCOM INC | 252131AM9 | NOTE 0.375% 5/1 | 2,153,000 | $2,019,514 | dollars as filed | principal |
| MESA LABS INC | 59064RAA7 | NOTE 1.375% 8/1 | 2,000,000 | $1,978,991 | dollars as filed | principal |
| LUMENTUM HLDGS INC | 55024UAF6 | NOTE 0.500% 6/1 | 1,900,000 | $1,960,800 | dollars as filed | principal |
| PACIRA BIOSCIENCES INC | 695127AJ9 | NOTE 2.125% 5/1 | 2,000,000 | $1,952,415 | dollars as filed | principal |
| Amazon.com, Inc | 023135106 | COM | 8,363 | $1,834,759 | dollars as filed | |
| ZIFF DAVIS INC | 48123VAE2 | NOTE 1.75% 11/01/2026 | 1,850,000 | $1,755,188 | dollars as filed | principal |
| META PLATFORMS INC CL A | 30303M102 | COM | 2,148 | $1,585,418 | dollars as filed | |
| Alphabet Inc. Reg. Shares A | 02079K305 | COM | 8,975 | $1,581,664 | dollars as filed | |
| INNOVIVA INC | 45781MAD3 | NOTE 2.125% 3/1 | 1,523,000 | $1,519,193 | dollars as filed | principal |
| PennyMac Corp | 70932AAH6 | Convertible Bond | 1,500,000 | $1,515,000 | dollars as filed | principal |
| ARRAY TECHNOLOGIES INC | 04271TAB6 | NOTE 1.000%12/0 | 1,905,000 | $1,508,649 | dollars as filed | principal |
| ZIFF DAVIS INC | 48123VAH5 | DEBT 3.625% 3/0 | 1,542,000 | $1,437,915 | dollars as filed | principal |
| PINNACLE WEST CAP CORP | 723484AK7 | CNV | 1,300,000 | $1,407,900 | dollars as filed | principal |
| AIRBNB INC CLASS A | 009066AB7 | CLASS A | 1,218,000 | $1,174,147 | dollars as filed | principal |
| NEXTERA ENERGY INC | 65339F713 | CONV | 29,525 | $1,173,322 | dollars as filed | |
| RIVIAN AUTOMOTIVE INC | 76954AAB9 | NOTE 4.625% 3/1 | 1,077,000 | $1,094,504 | dollars as filed | principal |
| Broadcom Inc. | 11135F101 | COM | 3,778 | $1,041,407 | dollars as filed | |
| Utilities Select Sector SPDR Fund | 81369Y886 | SHS | 12,300 | $1,004,419 | dollars as filed | |
| EXACT SCIENCES CORP | 30063PAB1 | NOTE 0.375% 3/1 | 1,000,000 | $951,500 | dollars as filed | principal |
| iShares 0-3 Month Treasury Bond ETF | 46436E718 | SHS | 9,355 | $941,955 | dollars as filed | |
| PELOTON INTERACTIVE INC | 70614WAB6 | NOTE 2/1 | 956,000 | $921,346 | dollars as filed | principal |
| AKAMAI TECHNOLOGIES INC | 00971TAL5 | NOTE 0.375% 9/0 | 936,000 | $906,519 | dollars as filed | principal |
| JPMorgan Chase & Co | 46625H100 | COM | 2,717 | $787,686 | dollars as filed | |
| Berkshire Hathaway Inc | 084670702 | COM | 1,535 | $745,658 | dollars as filed | |
| DIGITALOCEAN HLDGS INC | 25402DAB8 | CNV | 797,000 | $743,680 | dollars as filed | principal |
| BENTLEY SYS INC | 08265TAB5 | NOTE 0.125% 1/1 | 703,000 | $697,376 | dollars as filed | principal |
| PG&E CORP | 69331C306 | CMN | 17,895 | $676,074 | dollars as filed | |
| ISHARES TR | 464287739 | U.S. REAL ES ETF | 7,047 | $667,844 | dollars as filed | |
| SNAP INC | 83304AAH9 | NOTE 0.125% 3/0 | 757,000 | $656,319 | dollars as filed | principal |
| JAZZ INVESTMENTS I LTD | 472145AF8 | NOTE 2.000% 6/1 | 646,000 | $652,138 | dollars as filed | principal |
| MACOM TECH SOLUTIONS HLDGS I | 55405YAB6 | NOTE 0.250% 3/1 | 314,000 | $547,930 | dollars as filed | principal |
| EXACT SCIENCES CORP | 30063PAC9 | NOTE 0.375% 3/0 | 581,000 | $529,583 | dollars as filed | principal |
| Costco Wholesale Corporation | 22160K105 | COM | 517 | $511,800 | dollars as filed | |
| BRIDGEBIO PHARMA INC | 10806XAB8 | NOTE 2.500% 3/1 | 401,000 | $498,693 | dollars as filed | principal |
| FIRST TRUST LOW DURATION OPPORTUNITIES ETF | 33739Q200 | ETF | 10,090 | $497,033 | dollars as filed | |
| WORKIVA INC | 98139AAD7 | NOTE 1.250% 8/1 | 523,000 | $483,775 | dollars as filed | principal |
| UPWORK INC | 91688FAB0 | NOTE 0.250% 8/1 | 500,000 | $470,488 | dollars as filed | principal |
| Tesla Motors, Inc | 88160R101 | COM | 1,471 | $467,278 | dollars as filed | |
| Visa Inc | 92826C839 | COM | 1,287 | $456,950 | dollars as filed | |
| ENPHASE ENERGY INC | 29355AAK3 | NOTE 3/0 | 550,000 | $446,050 | dollars as filed | principal |
| Oracle Corporation | 68389X105 | COM | 1,978 | $432,452 | dollars as filed | |
| Bank of America Corp | 060505104 | COM | 9,049 | $428,198 | dollars as filed | |
| STRATEGY INC | 594972887 | SERIES A PERP PF | 3,475 | $421,546 | dollars as filed | |
| Procter & Gamble Co | 742718109 | COM | 2,618 | $417,100 | dollars as filed | |
| Walmart Inc. | 931142103 | COM | 4,220 | $412,632 | dollars as filed | |
| Eli Lilly and Company | 532457108 | COM | 506 | $394,442 | dollars as filed | |
| MIDDLEBY CORP | 596278AB7 | NOTE 1.000% 9/0 | 338,000 | $379,071 | dollars as filed | principal |
| UNITY SOFTWARE INC | 91332UAB7 | NOTE 11/1 | 406,000 | $377,986 | dollars as filed | principal |
| iShares Core US Aggregate Bond ETF | 464287226 | SHS | 3,720 | $369,024 | dollars as filed | |
| BOFA FIN LLC | 09709UV70 | MTNF 0.600% 5/2 | 365,000 | $358,065 | dollars as filed | principal |
| MasterCard, Inc | 57636Q104 | COM | 617 | $346,718 | dollars as filed | |
| GLOBAL X FDS | 37954Y384 | CYBRSCURTY ETF | 9,248 | $343,102 | dollars as filed | |
| SUPER MICRO COMPUTER INC | 86800UAB0 | NOTE 3.500% 3/0 | 326,000 | $339,692 | dollars as filed | principal |
| H World Group Ltd | 44332NAB2 | Convertible bond | 317,000 | $334,597 | dollars as filed | principal |
| ETSY INC | 29786AAL0 | NOTE 0.125% 9/0 | 375,000 | $333,750 | dollars as filed | principal |
| KKR & CO INC | 48251W104 | COM | 2,474 | $329,115 | dollars as filed | |
| CNX RES CORP | 12653CAG3 | NOTE 2.250% 5/0 | 124,000 | $325,748 | dollars as filed | principal |
| Wells Fargo & Company | 949746101 | COM | 4,057 | $325,046 | dollars as filed | |
| Eaton Corp. Plc | G29183103 | COM | 904 | $322,720 | dollars as filed | |
| AMPHASTAR PHARMACEUTICALS IN | 03209RAB9 | NOTE 2.000% 3/1 | 372,000 | $320,876 | dollars as filed | principal |
| Cisco Systems,Inc. | 17275R102 | COM | 4,598 | $319,010 | dollars as filed | |
| SHAKE SHACK INC | 819047AB7 | NOTE 3/0 | 297,000 | $317,235 | dollars as filed | principal |
| Intercontinental Exchange,Inc. | 45866F104 | COM | 1,721 | $315,751 | dollars as filed | |
| Boeing Company | 097023105 | COM | 1,458 | $305,495 | dollars as filed | |
| Johnson & Johnson | 478160104 | COM | 1,935 | $295,573 | dollars as filed | |
| Home Depot, Inc | 437076102 | COM | 775 | $284,146 | dollars as filed | |
| UnitedHealth Group Inc | 91324P102 | COM | 901 | $281,086 | dollars as filed | |
| INTEGER HLDGS CORP | 45826HAB5 | NOTE 2.125% 2/1 | 184,000 | $275,360 | dollars as filed | principal |
| Coca-Cola Company | 191216100 | COM | 3,853 | $272,601 | dollars as filed | |
| Salesforce.com, Inc | 79466L302 | COM | 974 | $265,600 | dollars as filed | |
| Uber Technologies | 90353T100 | COM | 2,837 | $264,693 | dollars as filed | |
| Abbott Laboratories | 002824100 | COM | 1,928 | $262,228 | dollars as filed | |
| VARONIS SYS INC | 922280AB8 | BOND | 155,000 | $255,830 | dollars as filed | principal |
| Union Pacific Corporation | 907818108 | COM | 1,100 | $253,087 | dollars as filed | |
| McDonalds Corporation | 580135101 | COM | 861 | $251,559 | dollars as filed | |
| AbbVie,Inc. | 00287Y109 | COM | 1,334 | $247,617 | dollars as filed | |
| ServiceNow,Inc. | 81762P102 | COM | 228 | $234,402 | dollars as filed | |
| AMERICAN WTR CAP CORP | 03040WBE4 | NOTE 3.625% 6/1 | 233,000 | $233,909 | dollars as filed | principal |
| Amgen Inc. | 031162100 | COM | 835 | $233,140 | dollars as filed | |
| PARKER-HANNIFIN CORP COM | 701094104 | Stock | 333 | $232,590 | dollars as filed | |
| LIBERTY MEDIA CORP DEL COM LBTY ONE S C | 531229755 | Stock | 2,078 | $217,153 | dollars as filed | |
| Chevron Corporation | 166764100 | COM | 1,443 | $206,624 | dollars as filed | |
| AKAMAI TECHNOLOGIES INC | 00971TAN1 | NOTE 1.125% 2/1 | 170,000 | $160,905 | dollars as filed | principal |
| PEABODY ENGR CORP | 704551AD2 | NOTE 3.250% 3/0 | 120,000 | $123,423 | dollars as filed | principal |
| DROPBOX INC | 26210CAD6 | NOTE 3/0 | 88,000 | $89,144 | dollars as filed | principal |
| JBT MAREL CORPORATION | 477839AB0 | NOTE 0.250% 5/1 | 82,000 | $81,352 | dollars as filed | principal |
| SNAP INC | 83304AAB2 | NOTE 0.75% 08/01/2026 | 84,000 | $80,222 | dollars as filed | principal |
| HALOZYME THERAPEUTICS INC | 40637HAD1 | NOTE 0.250% 3/0 | 57,000 | $56,644 | dollars as filed | principal |
| Shift4 Payments Inc | 82452JAB5 | Convertible bond | 28,000 | $35,350 | dollars as filed | principal |
Amendment chain
| Filing | Role | Filed | Accepted | Ingested |
|---|---|---|---|---|
| 13F-HR 0001172661-25-003427 | this filing | 2025-08-14 | acceptance time not in the bulk data set |