13F-HR filed by SSI INVESTMENT MANAGEMENT LLC
SSI INVESTMENT MANAGEMENT LLC filed this 13F-HR for the quarter ended 2026-06-30, filed 2026-08-10, with 248 holding rows worth $1,722,237,596.
- Accession
- 0001172661-26-003227
- Filer
- CIK 938487
- Filed
- 2026-08-10
- Accepted by EDGAR
- acceptance time not in the bulk data set
- Ingested
- Source
- SEC quarterly data set
13F report for Q2 2026
A holdings report, 542 entries on the cover page, a total value of $1,722,237,596 stated on the cover page (in dollars after the unit check, H1), rows summing to $1,722,237,596 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 | 131,439 | $98,433,351 | dollars as filed | |
| WESTERN DIGITAL CORP | 958102AT2 | NOTE 3.000%11/1 | 3,304,000 | $55,637,455 | dollars as filed | principal |
| ALPHABET INC | 02079K404 | DEP SHS RP1/20 A | 837,145 | $42,033,051 | dollars as filed | |
| MKS INC. | 55306NAB0 | NOTE 1.250% 6/0 | 13,294,000 | $39,131,747 | dollars as filed | principal |
| ALPHABET INC | 02079K602 | DEP SHS RP1/20 B | 758,120 | $38,012,140 | dollars as filed | |
| NEXTERA ENERGY CAP HLDGS INC | 65339KCY4 | NOTE 3.000% 3/0 | 27,511,000 | $36,135,706 | dollars as filed | principal |
| ON SEMICONDUCTOR CORP | 682189AU9 | NOTE 0.500% 3/0 | 29,088,000 | $35,051,040 | dollars as filed | principal |
| BOEING CO | 097023204 | DEP CONV PFD A | 492,510 | $33,382,328 | dollars as filed | |
| HEWLETT PACKARD ENTERPRISE C | 42824C208 | CMN | 251,620 | $29,414,383 | dollars as filed | |
| Live Nation Entertainment In Note 2.875 percent 1/1 | 538034BC2 | Convertible | 21,865,000 | $26,095,884 | dollars as filed | principal |
| ORACLE CORP | 68389X204 | 6.5 DEP CUM SR D | 579,355 | $26,001,452 | dollars as filed | |
| UBER TECHNOLOGIES INC | 90353TAM2 | NOTE 0.875%12/0 | 19,271,000 | $23,048,116 | dollars as filed | principal |
| Jazz Investments I Ltd Note 3.125 percent 9/1 | 472145AH4 | Convertible | 13,388,000 | $22,813,152 | dollars as filed | principal |
| SNOWFLAKE INC | 833445AB5 | NOTE 10/0 | 13,652,000 | $22,706,019 | dollars as filed | principal |
| WEC ENERGY GROUP INC | 92939UAP1 | NOTE 4.375% 6/0 | 17,823,000 | $21,556,927 | dollars as filed | principal |
| BANK OF AMER CORP | 060505682 | 7.25%CNV PFD L | 16,643 | $20,877,313 | dollars as filed | |
| WELLS FARGO & CO | 949746804 | PERP PFD CNV A | 16,774 | $19,406,638 | dollars as filed | |
| ALBEMARLE CORP | 012653200 | 7.25% DEP SHS A | 344,860 | $19,101,794 | dollars as filed | |
| AKAMAI TECHNOLOGIES INC | 00971TAQ4 | NOTE 0.250% 5/1 | 12,338,000 | $17,991,893 | dollars as filed | principal |
| PPL CAP FDG INC | 69352PAS2 | NOTE 2.875% 3/1 | 15,231,000 | $17,287,185 | dollars as filed | principal |
| FIRSTENERGY CORP | 337932AV9 | NOTE 3.875% 1/1 | 14,849,000 | $16,485,359 | dollars as filed | principal |
| SEAGATE HDD CAYMAN | 81180WBL4 | NOTE 3.500% 6/0 | 1,392,000 | $16,239,776 | dollars as filed | principal |
| iShares iBoxx Inv Grade Corporate Bond ETF | 464287242 | SHS | 137,523 | $14,999,633 | dollars as filed | |
| BrightSpring Health Services Inc | 10950A205 | Preferred Shares | 64,412 | $14,892,439 | dollars as filed | |
| MICROCHIP TECHNOLOGY INC. | 595017302 | DEP SHS REPSTG | 182,325 | $14,015,325 | dollars as filed | |
| KKR & CO INC | 48251W500 | CMN | 346,110 | $13,712,878 | dollars as filed | |
| SPDR Portfolio High Yield Bond ETF | 78468R606 | SHS | 584,134 | $13,692,101 | dollars as filed | |
| JANUS DETROIT STR TR | 47103U845 | HENDRSON AAA CL | 261,341 | $13,195,110 | dollars as filed | |
| SOLARIS ENERGY INFRAS INC | 83419XAB4 | NOTE 0.250%10/0 | 7,996,000 | $13,003,498 | dollars as filed | principal |
| RIVIAN AUTOMOTIVE INC | 76954AAD5 | NOTE 3.625%10/1 | 12,173,000 | $12,966,978 | dollars as filed | principal |
| PG&E CORP | 69331CAL2 | NOTE 4.250%12/0 | 12,647,000 | $12,925,234 | dollars as filed | principal |
| CYBERARK SOFTWARE LTD | 23248VAD7 | NOTE6/1 | 7,716,000 | $12,823,590 | dollars as filed | principal |
| EVERGY INC | 30034WAD8 | NOTE 4.500%12/1 | 8,703,000 | $12,379,148 | dollars as filed | principal |
| ALLIANT ENERGY CORP | 018802AE8 | NOTE 3.250% 5/3 | 10,866,000 | $11,956,995 | dollars as filed | principal |
| SITIME CORP | 82982TAA4 | NOTE 6/1 | 10,695,000 | $11,834,126 | dollars as filed | principal |
| J P MORGAN EXCHANGE TRADED F | 46654Q575 | MORTGAGE BACKED | 231,534 | $11,734,143 | dollars as filed | |
| NEXTERA ENERGY INC | 65339F655 | UNIT 02/15/2029 | 241,625 | $11,506,183 | dollars as filed | |
| SOUTHERN CO | 842587DZ7 | NOTE 4.500% 6/1 | 10,306,000 | $11,352,061 | dollars as filed | principal |
| AKAMAI TECHNOLOGIES INC | 00971TAN1 | NOTE 1.125% 2/1 | 9,362,000 | $11,134,566 | dollars as filed | principal |
| CHEESECAKE FACTORY INC | 163072AC5 | NOTE 2.000% 3/1 | 8,750,000 | $11,134,380 | dollars as filed | principal |
| GRANITE CONSTR INC | 387328AF4 | NOTE 3.250% 6/1 | 5,230,000 | $10,941,160 | dollars as filed | principal |
| SUPER MICRO COMPUTER INC | 86800U500 | 7 DEP CM SR A WI | 211,690 | $10,830,061 | dollars as filed | |
| MACOM TECH SOLUTIONS HLDGS I | 55405YAD2 | NOTE 12/1 | 4,701,000 | $10,821,702 | dollars as filed | principal |
| LIVE NATION ENTERTAINMENT IN | 538034BA6 | NOTE 3.125% 1/1 | 5,989,000 | $10,669,412 | dollars as filed | principal |
| Redwood Trust Inc Note 7.750 percent 6/1 | 758075AF2 | Convertible | 10,375,000 | $10,478,750 | dollars as filed | principal |
| INVESCO EXCHANGE-TRADED FD TR S&P 500 EQUAL WEIGHT ETF | 46137V357 | COM | 49,066 | $10,439,774 | dollars as filed | |
| NCL CORP LTD | 62886HBT7 | NOTE 0.875% 04/15/2030 | 9,229,000 | $10,278,804 | dollars as filed | principal |
| INTEGER HLDGS CORP | 45826HAD1 | DBCV 1.875% 3/1 | 10,565,000 | $10,208,435 | dollars as filed | principal |
| JPMORGAN INTERNATIONAL VALUE ETF | 46654Q757 | COM | 108,997 | $10,022,740 | dollars as filed | |
| CLOUDFLARE INC | 18915MAC1 | NOTE 8/1 | 7,784,000 | $10,001,663 | dollars as filed | principal |
| Celcuity Inc Note 0.250 percent 8/0 | 15102KAB6 | Convertible | 8,609,000 | $9,783,269 | dollars as filed | principal |
| MARA HOLDINGS INC | 565788AD8 | NOTE 2.125% 9/0 | 8,754,000 | $9,733,576 | dollars as filed | principal |
| PARSONS CORP DEL | 70202LAD4 | NOTE 2.625% 3/0 | 9,807,000 | $9,648,127 | dollars as filed | principal |
| DOORDASH INC | 25809KAB1 | NOTE 5/1 | 9,718,000 | $9,572,230 | dollars as filed | principal |
| LIBERTY MEDIA CORP DEL | 531229AQ5 | NOTE 2.250% 8/1 | 7,655,000 | $9,480,725 | dollars as filed | principal |
| ARES MANAGEMENT CORPORATION | 03990B309 | CMN | 255,390 | $9,319,183 | dollars as filed | |
| VSE CORP | 918284209 | UNIT 02/01/2029 | 160,080 | $9,252,624 | dollars as filed | |
| VANGUARD STAR FDS | 921909768 | COM | 107,798 | $9,215,652 | dollars as filed | |
| SOUTHERN CO | 842587842 | CMN | 182,480 | $9,103,932 | dollars as filed | |
| ALPHATEC HLDGS INC | 02081GAD4 | NOTE 0.750% 3/1 | 9,445,000 | $8,996,370 | dollars as filed | principal |
| HALOZYME THERAPEUTICS INC | 40637HAF6 | NOTE 1.000% 8/1 | 6,079,000 | $8,873,303 | dollars as filed | principal |
| LIBERTY MEDIA CORP DEL | 531229AP7 | NOTE 3.750% 3/1 | 7,600,000 | $8,698,200 | dollars as filed | principal |
| FLUOR CORP | 343412AJ1 | NOTE 1.125% 8/1 | 6,556,000 | $8,673,588 | dollars as filed | principal |
| ISHARES TR | 46435G102 | CONV BD ETF | 70,831 | $8,622,966 | dollars as filed | |
| CLEANSPARK INC | 18452BAC4 | NOTE 6/1 | 6,604,000 | $8,618,220 | dollars as filed | principal |
| Lantheus Hldgs Inc Note 2.625 percent 12/1 | 516544AB9 | Convertible | 5,917,000 | $8,582,614 | dollars as filed | principal |
| iShares Core MSCI Emerging Markets ETF | 46434G103 | SHS | 101,970 | $8,447,195 | dollars as filed | |
| CENTERPOINT ENERGY INC | 15189TBD8 | NOTE 4.250% 8/1 | 6,969,000 | $8,369,769 | dollars as filed | principal |
| PAGAYA U S HLDG CO LLC | 69549FAB5 | NOTE 6.125%10/0 | 5,250,000 | $8,324,195 | dollars as filed | principal |
| QXO INC | 82846H504 | 5.50 DEP PFD | 170,255 | $8,322,064 | dollars as filed | |
| ENOVIS CORPORATION | 194014AB2 | NOTE 3.875%10/1 | 8,500,000 | $8,161,700 | dollars as filed | principal |
| REVOLUTION MEDICINES INC | 76155XAA8 | NOTE 0.500% 5/0 | 6,450,000 | $8,059,827 | dollars as filed | principal |
| CLOUDFLARE INC | 18915MAF4 | NOTE 6/1 | 6,306,000 | $7,977,090 | dollars as filed | principal |
| Arrowhead Pharmaceuticals In Note 1/1 | 04280AAC4 | Convertible | 6,587,000 | $7,862,863 | dollars as filed | principal |
| DATADOG INC | 23804LAD5 | NOTE 12/0 | 5,428,000 | $7,715,910 | dollars as filed | principal |
| ALARM COM HLDGS INC | 011642AD7 | NOTE 2.250% 6/0 | 8,000,000 | $7,570,400 | dollars as filed | principal |
| iShares U.S. Technology ETF | 464287721 | SHS | 29,758 | $7,505,861 | dollars as filed | |
| Rubrik Inc. Note 6/1 | 781154AD1 | Convertible | 7,230,000 | $7,381,830 | dollars as filed | principal |
| Spectrum Brands, Inc. | 84762LAZ8 | Convertible Bond | 7,000,000 | $7,277,900 | dollars as filed | principal |
| FIRST TR EXCHNG TRADED FD VI | 33740F755 | FT VEST LADDERED | 198,785 | $7,261,617 | dollars as filed | |
| VARONIS SYS INC | 922280AD4 | NOTE 1.000% 9/1 | 7,500,000 | $7,256,251 | dollars as filed | principal |
| ALIGNMENT HEALTHCARE INC | 01625VAB0 | NOTE 4.250%11/1 | 4,250,000 | $7,239,408 | dollars as filed | principal |
| BRIDGEBIO PHARMA INC | 10806XAJ1 | NOTE 1.750% 3/0 | 4,138,000 | $6,960,116 | dollars as filed | principal |
| NUTANIX INC | 67059NAK4 | NOTE 0.500%12/1 | 7,000,000 | $6,883,799 | dollars as filed | principal |
| iShares MSCI ACWI ex U.S. ETF | 464288240 | SHS | 90,018 | $6,851,270 | dollars as filed | |
| HAEMONETICS CORP MASS | 405024AD2 | NOTE 2.500% 6/0 | 6,750,000 | $6,822,900 | dollars as filed | principal |
| Bridgebio Pharma Inc Note 2.250 percent 2/0 | 10806XAD4 | Convertible | 6,080,000 | $6,728,127 | dollars as filed | principal |
| SYNAPTICS INC | 87157DAJ8 | NOTE 0.750%12/0 | 4,386,000 | $6,510,169 | dollars as filed | principal |
| Snap Inc Note 0.500 percent 5/0 | 83304AAK2 | Convertible | 8,000,000 | $6,508,000 | dollars as filed | principal |
| PPL CORP | 69351T866 | UNIT 02/15/2029 | 132,750 | $6,470,235 | dollars as filed | |
| ETSY INC | 29786AAQ9 | NOTE 1.000% 6/1 | 5,567,000 | $6,453,265 | dollars as filed | principal |
| GLOBAL PMTS INC | 37940XAU6 | NOTE 1.500% 3/0 | 7,109,000 | $6,380,333 | dollars as filed | principal |
| JANUS HENDERSON B-BBB CLO ETF | 47103U753 | ETF | 133,209 | $6,307,448 | dollars as filed | |
| EQUINOX GOLD CORP | 29446YAC0 | NOTE 4.750%10/1 | 3,750,000 | $6,305,626 | dollars as filed | principal |
| COLLEGIUM PHARMACEUTICAL INC | 19459JAC8 | NOTE 2.875% 2/1 | 5,100,000 | $6,284,730 | dollars as filed | principal |
| INTERDIGITAL INC | 45867GAD3 | NOTE 3.500% 6/0 | 1,702,000 | $6,226,777 | dollars as filed | principal |
| Shift4 Payments Inc. | 82452J307 | PFD | 100,000 | $6,206,999 | dollars as filed | |
| JOBY AVIATION INC | 47775AAA9 | NOTE 0.750% 2/1 | 6,833,000 | $6,197,531 | dollars as filed | principal |
| ANGEL OAK FUNDS TRUST | 03463K760 | INCOME ETF | 298,053 | $6,193,543 | dollars as filed | |
| PROGRESS SOFTWARE CORP | 743312AD2 | NOTE 3.500% 3/0 | 6,455,000 | $6,172,000 | dollars as filed | principal |
| iShares Russell 2000 ETF | 464287655 | SHS | 20,290 | $6,096,131 | dollars as filed | |
| OMNICELL COM | 68213NAF6 | NOTE 1.000%12/0 | 5,750,000 | $6,080,627 | dollars as filed | principal |
| WEC ENERGY GROUP INC | 92939UAT3 | NOTE 3.375% 6/0 | 5,702,000 | $5,918,676 | dollars as filed | principal |
| BOX INC | 10316TAD6 | NOTE 1.500% 9/1 | 5,880,000 | $5,738,880 | dollars as filed | principal |
| AEROVIRONMENT INC | 008073AA6 | NOTE 7/1 | 5,909,000 | $5,626,103 | dollars as filed | principal |
| PennyMac Corp | 70932AAH6 | Convertible Bond | 5,500,000 | $5,586,900 | dollars as filed | principal |
| BLACKSTONE MORTGAGE TRUST IN | 09257WAE0 | NOTE 5.500% 3/1 | 5,604,000 | $5,575,980 | dollars as filed | principal |
| BURLINGTON STORES INC | 122017AD8 | NOTE 1.250%12/1 | 3,455,000 | $5,498,640 | dollars as filed | principal |
| PACIRA BIOSCIENCES INC | 695127AJ9 | NOTE 2.125% 5/1 | 5,500,000 | $5,481,300 | dollars as filed | principal |
| NORTHERN OIL & GAS INC | 665531AJ8 | NOTE 3.625% 4/1 | 5,714,000 | $5,460,297 | dollars as filed | principal |
| AFFIRM HLDGS INC | 00827BAD8 | NOTE 0.750%12/1 | 4,664,000 | $5,438,224 | dollars as filed | principal |
| VERTEX INC | 92538JAB2 | NOTE 0.750% 5/0 | 6,000,000 | $5,346,000 | dollars as filed | principal |
| APOLLO GLOBAL MGMT INC | 03769M304 | CMN | 87,850 | $5,340,404 | dollars as filed | |
| PG&E CORP | 69331C306 | CMN | 128,160 | $5,309,668 | dollars as filed | |
| MARRIOTT VACATIONS WORLDWIDE | 57164YAF4 | NOTE 3.250%12/1 | 5,300,000 | $5,199,300 | dollars as filed | principal |
| COGENT BIOSCIENCES INC | 19240QAA0 | NOTE 1.625%11/1 | 4,253,000 | $5,170,058 | dollars as filed | principal |
| Solaredge Technologies Inc Note 2.250 percent 7/0 | 83417MAE4 | Convertible | 2,684,000 | $5,163,747 | dollars as filed | principal |
| BOFA FIN LLC | 09709UV70 | MTNF 0.600% 5/2 | 4,075,000 | $5,120,240 | dollars as filed | principal |
| IRHYTHM HOLDINGS INC | 450056AB2 | NOTE 1.500% 9/0 | 4,636,000 | $5,083,382 | dollars as filed | principal |
| ISHARES TR | 464287440 | 7-10 YR TRSY BD | 53,724 | $5,080,680 | dollars as filed | |
| INVESCO EXCH TRADED FD TR II | 46138E628 | KBW BK ETF | 54,391 | $5,057,275 | dollars as filed | |
| ALNYLAM PHARMACEUTICALS INC | 02043QAB3 | NOTE 1.000% 9/1 | 4,098,000 | $4,927,221 | dollars as filed | principal |
| GAMESTOP CORP | 36467WAG4 | NOTE 6/1 | 4,800,000 | $4,862,400 | dollars as filed | principal |
| DEXCOM INC | 252131AM9 | NOTE 0.375% 5/1 | 5,153,000 | $4,805,175 | dollars as filed | principal |
| MERIT MED SYS INC | 589889AB0 | NOTE 3.000% 2/0 | 4,149,000 | $4,456,026 | dollars as filed | principal |
| TRIP COM GROUP LTD | 89677QAB3 | NOTE 0.750% 6/1 | 4,500,000 | $4,430,250 | dollars as filed | principal |
| OSI SYSTEMS INC | 671044AF2 | NOTE 2.250% 8/0 | 3,303,000 | $4,403,757 | dollars as filed | principal |
| LUMENTUM HLDGS INC | 55024UAD1 | NOTE 0.500%12/1 | 501,000 | $4,307,850 | dollars as filed | principal |
| GOLAR LNG LTD | 38046YAD3 | NOTE 2.750%12/1 | 3,740,000 | $4,257,617 | dollars as filed | principal |
| CENTRUS ENERGY CORP | 15643UAE4 | NOTE 2.250%11/0 | 2,150,000 | $4,255,928 | dollars as filed | principal |
| KOSMOS ENERGY LTD | 500688AH9 | NOTE 3.125% 3/1 | 5,824,000 | $4,236,961 | dollars as filed | principal |
| ARRAY TECHNOLOGIES INC | 04271TAD2 | NOTE 2.875% 7/0 | 3,316,000 | $4,131,401 | dollars as filed | principal |
| FRESHPET INC | 358039AB1 | NOTE 3.000% 4/0 | 3,482,000 | $4,039,120 | dollars as filed | principal |
| NVIDIA Corp | 67066G104 | COM | 19,923 | $3,986,392 | dollars as filed | |
| GAMESTOP CORP | 36467WAE9 | NOTE 4/0 | 3,798,000 | $3,870,162 | dollars as filed | principal |
| FORTUNA MNG CORP | 349915AE8 | NOTE 3.750% 6/3 | 2,500,000 | $3,823,750 | dollars as filed | principal |
| LEMAITRE VASCULAR INC | 525558AB8 | NOTE 2.500% 2/0 | 3,500,000 | $3,703,437 | dollars as filed | principal |
| SUPER MICRO COMPUTER INC | 86800UAB0 | NOTE 3.500% 3/0 | 4,000,000 | $3,688,000 | dollars as filed | principal |
| APPLIED DIGITAL CORP | 038169AB4 | NOTE 2.750% 6/0 | 926,000 | $3,686,827 | dollars as filed | principal |
| IONIS PHARMACEUTICALS INC | 462222AF7 | NOTE 1.750% 6/1 | 2,340,000 | $3,637,239 | dollars as filed | principal |
| AFFIRM HLDGS INC | 00827BAB2 | NOTE 11/1 | 3,611,000 | $3,547,810 | dollars as filed | principal |
| VISHAY INTERTECHNOLOGY INC | 928298AR9 | NOTE 2.250% 9/1 | 1,772,000 | $3,515,648 | dollars as filed | principal |
| COINBASE GLOBAL INC | 19260QAF4 | NOTE 0.250% 4/0 | 3,913,000 | $3,506,048 | dollars as filed | principal |
| WAYFAIR INC | 94419LAP6 | NOTE 3.250% 9/1 | 2,246,000 | $3,413,920 | dollars as filed | principal |
| ADVANCED ENERGY INDS | 007973AE0 | NOTE 2.500% 9/1 | 1,249,000 | $3,411,059 | dollars as filed | principal |
| RIOT PLATFORMS INC | 767292AB1 | NOTE 0.750% 1/1 | 1,692,000 | $3,395,795 | dollars as filed | principal |
| CMS ENERGY CORP | 125896BX7 | NOTE 3.375% 5/0 | 2,941,000 | $3,280,687 | dollars as filed | principal |
| BLOCK INC | 852234AK9 | NOTE 0.250%11/0 | 3,459,000 | $3,277,403 | dollars as filed | principal |
| DRAFTKINGS INC NEW | 26142RAB0 | CNV | 3,500,000 | $3,250,818 | dollars as filed | principal |
| VIRIDIAN THERAPEUTICS INC | 92790CAB0 | NOTE 1.750% 5/1 | 3,000,000 | $3,214,800 | dollars as filed | principal |
| Alphabet Inc. Reg. Shares A | 02079K305 | COM | 8,975 | $3,207,395 | dollars as filed | |
| WESTERN DIGITAL CORP | 958102105 | COM | 4,988 | $3,185,935 | dollars as filed | |
| Apple Inc | 037833100 | COM | 10,656 | $3,083,420 | dollars as filed | |
| FIRSTENERGY CORP | 337932AT4 | NOTE 3.625% 1/1 | 2,804,000 | $3,060,566 | dollars as filed | principal |
| PEABODY ENGR CORP | 704551AD2 | NOTE 3.250% 3/0 | 2,100,000 | $2,807,279 | dollars as filed | principal |
| ZIFF DAVIS INC | 48123VAH5 | DEBT 3.625% 3/0 | 2,792,000 | $2,778,686 | dollars as filed | principal |
| FIVE9 INC | 338307AF8 | CNV | 3,000,000 | $2,657,700 | dollars as filed | principal |
| BRUKER CORP | 116794207 | 6.375 PREF SER A | 6,000 | $2,656,860 | dollars as filed | |
| REPLIGEN CORP | 759916AD1 | NOTE 1.000%12/1 | 2,555,000 | $2,613,436 | dollars as filed | principal |
| Capital Southwest Corp | 140501AE7 | Convertible Bond | 2,500,000 | $2,600,000 | dollars as filed | principal |
| UNITY SOFTWARE INC | 91332UAH4 | NOTE 3/1 | 2,202,000 | $2,488,260 | dollars as filed | principal |
| Microsoft Corp | 594918104 | COM | 6,643 | $2,477,971 | dollars as filed | |
| CONMED CORP | 207410AH4 | NOTE 2.250% 6/1 | 2,500,000 | $2,438,751 | dollars as filed | principal |
| iShares MSCI Japan ETF | 46434G822 | SHS | 25,402 | $2,369,246 | dollars as filed | |
| SUNRUN INC | 86771WAD7 | NOTE 4.000% 3/0 | 2,000,000 | $2,363,762 | dollars as filed | principal |
| MICROCHIP TECHNOLOGY INC. | 595017BG8 | NOTE 0.750% 6/0 | 2,143,000 | $2,355,977 | dollars as filed | principal |
| NEXTERA ENERGY INC | 65339F663 | CMN | 40,960 | $2,192,589 | dollars as filed | |
| PEBBLEBROOK HOTEL TR | 70509VAA8 | NOTE 1.750%12/1 | 2,156,000 | $2,135,733 | dollars as filed | principal |
| Amazon.com, Inc | 023135106 | COM | 8,363 | $1,993,238 | dollars as filed | |
| TETRA TECH INC NEW | 88162GAB9 | DBCV 2.250% 8/1 | 1,847,000 | $1,940,275 | dollars as filed | principal |
| POST HLDGS INC | 737446AT1 | NOTE 2.500% 8/1 | 1,807,000 | $1,870,245 | dollars as filed | principal |
| PINNACLE WEST CAP CORP | 723484AK7 | CNV | 1,508,000 | $1,796,917 | dollars as filed | principal |
| RAPID7 INC | 753422AH7 | NOTE 1.250% 3/1 | 2,000,000 | $1,689,941 | dollars as filed | principal |
| INNOVIVA INC | 45781MAD3 | NOTE 2.125% 3/1 | 1,523,000 | $1,630,920 | dollars as filed | principal |
| ZIFF DAVIS INC | 48123VAE2 | NOTE 1.75% 11/01/2026 | 1,650,000 | $1,627,383 | dollars as filed | principal |
| HALOZYME THERAPEUTICS INC | 40637HAD1 | NOTE 0.250% 3/0 | 1,300,000 | $1,444,428 | dollars as filed | principal |
| Broadcom Inc. | 11135F101 | COM | 3,778 | $1,427,141 | dollars as filed | |
| RIVIAN AUTOMOTIVE INC | 76954AAB9 | NOTE 4.625% 3/1 | 1,079,000 | $1,278,040 | dollars as filed | principal |
| LUMENTUM HLDGS INC | 55024UAF6 | NOTE 0.500% 6/1 | 195,000 | $1,272,282 | dollars as filed | principal |
| META PLATFORMS INC CL A | 30303M102 | COM | 2,148 | $1,209,947 | dollars as filed | |
| WINNEBAGO INDS INC | 974637AF7 | NOTE 3.250% 1/1 | 1,270,000 | $1,177,925 | dollars as filed | principal |
| Utilities Select Sector SPDR Fund | 81369Y886 | SHS | 24,600 | $1,115,363 | dollars as filed | |
| AKAMAI TECHNOLOGIES INC | 00971TAL5 | NOTE 0.375% 9/0 | 784,000 | $939,498 | dollars as filed | principal |
| iShares 0-3 Month Treasury Bond ETF | 46436E718 | SHS | 9,197 | $925,863 | dollars as filed | |
| Micron Technology,Inc. | 595112103 | COM | 784 | $904,964 | dollars as filed | |
| JPMorgan Chase & Co | 46625H100 | COM | 2,717 | $889,356 | dollars as filed | |
| T1 ENERGY INC | 35834FAB0 | NOTE 5.250%12/0 | 500,000 | $855,300 | dollars as filed | principal |
| Berkshire Hathaway Inc | 084670702 | COM | 1,535 | $768,099 | dollars as filed | |
| ISHARES TR | 464287739 | U.S. REAL ES ETF | 7,047 | $720,557 | dollars as filed | |
| BRIDGEBIO PHARMA INC | 10806XAB8 | NOTE 2.500% 3/1 | 398,000 | $707,644 | dollars as filed | principal |
| Tesla Motors, Inc | 88160R101 | COM | 1,471 | $618,702 | dollars as filed | |
| SOUTHERN CO | 842587ED5 | NOTE 3.250% 6/1 | 605,000 | $611,392 | dollars as filed | principal |
| Eli Lilly and Company | 532457108 | COM | 506 | $606,913 | dollars as filed | |
| SEAGATE TECHNOLOGY HLDNGS | G7997R103 | ORD SHS | 610 | $588,650 | dollars as filed | |
| GUARDANT HEALTH INC | 40131MAD1 | DEBT 1.250% 2/1 | 227,000 | $570,342 | dollars as filed | principal |
| MARA HOLDINGS INC | 565788AF3 | NOTE3/0 | 534,000 | $533,736 | dollars as filed | principal |
| CYTOKINETICS INC | 23282WAC4 | NOTE 3.500% 7/0 | 308,000 | $523,407 | dollars as filed | principal |
| Bank of America Corp | 060505104 | COM | 9,049 | $515,613 | dollars as filed | |
| GUARDANT HEALTH INC | 40131MAB5 | NOTE 11/1 | 407,000 | $506,145 | dollars as filed | principal |
| Lam Research Corporation | 512807306 | COM | 1,156 | $500,931 | dollars as filed | |
| FIRST TRUST LOW DURATION OPPORTUNITIES ETF | 33739Q200 | ETF | 9,987 | $497,154 | dollars as filed | |
| Johnson & Johnson | 478160104 | COM | 1,935 | $491,433 | dollars as filed | |
| CIPHER DIGITAL INC | 17253JAA4 | NOTE 1.750% 5/1 | 87,000 | $487,848 | dollars as filed | principal |
| Cisco Systems,Inc. | 17275R102 | COM | 4,138 | $486,050 | dollars as filed | |
| Costco Wholesale Corporation | 22160K105 | COM | 517 | $483,637 | dollars as filed | |
| Walmart Inc. | 931142103 | COM | 4,220 | $477,959 | dollars as filed | |
| SNOWFLAKE INC | 833445AD1 | NOTE 10/0 | 263,000 | $465,011 | dollars as filed | principal |
| Visa Inc | 92826C839 | COM | 1,287 | $441,556 | dollars as filed | |
| ORMAT TECHNOLOGIES INC | 686688AB8 | NOTE 2.500% 7/1 | 335,000 | $417,410 | dollars as filed | principal |
| EXXON MOBIL CORP | 30231G102 | COM | 2,850 | $389,651 | dollars as filed | |
| Eaton Corp. Plc | G29183103 | COM | 904 | $385,212 | dollars as filed | |
| Procter & Gamble Co | 742718109 | COM | 2,618 | $383,904 | dollars as filed | |
| SEMTECH CORP | 816850AF8 | NOTE 1.625%11/0 | 87,000 | $375,666 | dollars as filed | principal |
| UnitedHealth Group Inc | 91324P102 | COM | 901 | $374,483 | dollars as filed | |
| iShares Core US Aggregate Bond ETF | 464287226 | SHS | 3,720 | $368,206 | dollars as filed | |
| TRAVERE THERAPEUTICS INC | 89422GAB3 | NOTE 0.500% 5/1 | 305,000 | $358,375 | dollars as filed | principal |
| ITRON INC | 465741AQ9 | NOTE 1.375% 7/1 | 354,000 | $352,563 | dollars as filed | principal |
| AbbVie,Inc. | 00287Y109 | COM | 1,334 | $335,688 | dollars as filed | |
| Wells Fargo & Company | 949746101 | COM | 4,057 | $335,271 | dollars as filed | |
| Caterpillar Inc. | 149123101 | COM | 307 | $326,925 | dollars as filed | |
| PARKER-HANNIFIN CORP COM | 701094104 | Stock | 333 | $325,714 | dollars as filed | |
| MasterCard, Inc | 57636Q104 | COM | 617 | $316,892 | dollars as filed | |
| Boeing Company | 097023105 | COM | 1,458 | $315,613 | dollars as filed | |
| Coca-Cola Company | 191216100 | COM | 3,853 | $313,133 | dollars as filed | |
| Amgen Inc. | 031162100 | COM | 835 | $302,368 | dollars as filed | |
| Union Pacific Corporation | 907818108 | COM | 1,100 | $299,200 | dollars as filed | |
| ISHARES TR | 464287556 | ISHARES BIOTECH | 1,567 | $298,029 | dollars as filed | |
| Home Depot, Inc | 437076102 | COM | 775 | $273,328 | dollars as filed | |
| Advanced Micro Devices,Inc. | 007903107 | COM | 466 | $270,705 | dollars as filed | |
| NIO INC | 62914VAK2 | NOTE 4.625%10/1 | 265,000 | $265,239 | dollars as filed | principal |
| WORKIVA INC | 98139AAD7 | NOTE 1.250% 8/1 | 284,000 | $265,116 | dollars as filed | principal |
| SHIFT4 PMTS INC | 82452JAD1 | NOTE 0.500% 8/0 | 273,000 | $260,034 | dollars as filed | principal |
| Morgan Stanley | 617446448 | COM | 1,196 | $250,011 | dollars as filed | |
| CUMMINS INC COM | 231021106 | Stock | 348 | $248,196 | dollars as filed | |
| GUIDEWIRE SOFTWARE INC | 40171VAC4 | NOTE 1.250%11/0 | 257,000 | $246,720 | dollars as filed | principal |
| OLD DOMINION FREIGHT LINE INC COM | 679580100 | Stock | 1,133 | $245,409 | dollars as filed | |
| Chevron Corporation | 166764100 | COM | 1,443 | $239,192 | dollars as filed | |
| ARRAY TECHNOLOGIES INC | 04271TAB6 | NOTE 1.000%12/0 | 256,000 | $237,260 | dollars as filed | principal |
| GREENBRIER COS INC | 393657AM3 | NOTE 2.875% 4/1 | 205,000 | $233,987 | dollars as filed | principal |
| McDonalds Corporation | 580135101 | COM | 861 | $232,738 | dollars as filed | |
| KKR & CO INC | 48251W104 | COM | 2,474 | $227,063 | dollars as filed | |
| VALERO ENERGY CORP COM | 91913Y100 | Stock | 844 | $219,811 | dollars as filed | |
| Intercontinental Exchange,Inc. | 45866F104 | COM | 1,721 | $211,871 | dollars as filed | |
| ON SEMICONDUCTOR CORP COM | 682189105 | Stock | 2,241 | $211,865 | dollars as filed | |
| UGI CORP NEW | 902681AB1 | NOTE 5.000% 6/0 | 145,000 | $194,025 | dollars as filed | principal |
| MERITAGE HOMES CORP | 59001ABF8 | NOTE 1.750% 5/1 | 185,000 | $190,643 | dollars as filed | principal |
| JD.COM INC | 47215PAJ5 | NOTE 0.250% 6/0 | 180,000 | $176,580 | dollars as filed | principal |
| DIGITALOCEAN HLDGS INC | 25402DAB8 | CNV | 33,000 | $37,191 | dollars as filed | principal |
Amendment chain
| Filing | Role | Filed | Accepted | Ingested |
|---|---|---|---|---|
| 13F-HR 0001172661-26-003227 | this filing | 2026-08-10 | acceptance time not in the bulk data set |