SSI INVESTMENT MANAGEMENT LLC
Follow13F filer, CIK 938487, Los Angeles, CA
SSI INVESTMENT MANAGEMENT LLC reported $1,358,222,880 across 269 holdings for the quarter ended 2024-09-30, in a 13F-HR filed 2024-11-08. Its ten largest share positions make up 22.65% of the portfolio.
Filed (acceptance time not in the bulk data set), ingested 13F-HR 0001172661-24-004537
- Period
- 2024-09-30
- Reported value
- $1.36B
- Holdings
- 269
- Top 10 weight
- 22.65%
- New
- 37
- Sold out
- 23
Largest buys vs the previous quarter
| Security | Shares change | Approx. value |
|---|---|---|
| SDVYnew | +117,110 | $4.26M |
| JAAAadded | +80,054 | $4.07M |
| IYRadded | +35,372 | $3.6M |
| HEWLETT PACKARD ENTERPRISE Cnew | +40,000 | $2.43M |
| NEEnew | +40,205 | $2.24M |
Ranked by the share change valued at this quarter's implied price (value over shares in the 13F). A position sold out is valued at the previous quarter's price, its last report.
Largest sells vs the previous quarter
| Security | Shares change | Approx. value |
|---|---|---|
| IVVreduced | -20,414 | -$11.8M |
| FLOTreduced | -80,745 | -$4.12M |
| ALBEMARLE CORPreduced | -30,805 | -$1.38M |
| IYWreduced | -7,670 | -$1.16M |
| BKLNreduced | -43,711 | -$918K |
Ranked by the share change valued at this quarter's implied price (value over shares in the 13F). A position sold out is valued at the previous quarter's price, its last report.
Back to all 99 share positions
Principal amounts
Notes and convertibles filed as a face amount (PRN). A face amount is never added to a share count (H6).
| Security | Type | Amount | Value | Change |
|---|---|---|---|---|
| BOOKING HOLDINGS INCBOOKING HOLDINGS INC NOTE 0.750% 5/0 | principal | 15,341,000 | $34.3M | -1,858,000 |
| SOUTHERN COSOUTHERN CO NOTE 3.875%12/1 | principal | 28,903,000 | $32.1M | +16,193,000 |
| DUKE ENERGY CORP NEWDUKE ENERGY CORP NEW CONV BND | principal | 22,878,000 | $24.2M | -547,000 |
| VENTAS RLTY LTD PARTNERSHIPVENTAS RLTY LTD PARTNERSHIP NOTE 3.750% 6/0 | principal | 19,027,000 | $23.1M | -527,000 |
| ROYAL CARIBBEAN GROUPROYAL CARIBBEAN GROUP NOTE 6.000% 8/1 | principal | 4,925,000 | $17.6M | -2,665,000 |
| PALO ALTO NETWORKS INCPALO ALTO NETWORKS INC NOTE 0.375% 6/0 | principal | 5,095,000 | $17.5M | -145,000 |
| INSMED INCINSMED INC NOTE 0.750% 6/0 | principal | 7,390,000 | $17M | -1,105,000 |
| FORD MOTOR COMPANYFORD MOTOR COMPANY NOTE 3/1 | principal | 17,012,000 | $16.6M | -12,056,000 |
| PPL CAP FDG INCPPL CAP FDG INC NOTE 2.875% 3/1 | principal | 15,412,000 | $16.3M | +4,808,000 |
| SEAGATE HDD CAYMANSEAGATE HDD CAYMAN NOTE 3.500% 6/0 | principal | 11,176,998 | $16M | new |
| WAYFAIR INCWAYFAIR INC NOTE 1.000% 8/1 | principal | 17,038,000 | $15.9M | +637,000 |
| SHIFT4 PMTS INCSHIFT4 PMTS INC NOTE 0.500% 8/0 | principal | 14,126,000 | $14.5M | -123,000 |
| ON SEMICONDUCTOR CORPON SEMICONDUCTOR CORP NOTE 0.500% 3/0 | principal | 13,746,999 | $13.9M | -299,000 |
| INTEGER HLDGS CORPINTEGER HLDGS CORP NOTE 2.125% 2/1 | principal | 8,677,000 | $13.7M | -1,463,000 |
| TETRA TECH INC NEWTETRA TECH INC NEW DBCV 2.250% 8/1 | principal | 9,867,000 | $12.9M | new |
| AXON ENTERPRISE INCAXON ENTERPRISE INC NOTE 0.500%12/1 | principal | 7,168,000 | $12.9M | -126,000 |
| AFFIRM HLDGS INCAFFIRM HLDGS INC NOTE 11/1 | principal | 14,382,000 | $12.7M | -90,000 |
| ASCENDIS PHARMA A/SASCENDIS PHARMA A/S Convertible bond | principal | 10,737,000 | $12.5M | -178,000 |
| GRANITE CONSTR INCGRANITE CONSTR INC NOTE 3.750% 5/1 | principal | 6,686,000 | $12M | -79,000 |
| CABLE ONE INCCABLE ONE INC NOTE | principal | 14,649,000 | $11.8M | +911,000 |
| AMERICAN WTR CAP CORPAMERICAN WTR CAP CORP NOTE 3.625% 6/1 | principal | 10,982,000 | $11.2M | new |
| CHEESECAKE FACTORY INCCHEESECAKE FACTORY INC NOTE 0.375% 6/1 | principal | 11,225,000 | $10.6M | +452,000 |
| AKAMAI TECHNOLOGIES INCAKAMAI TECHNOLOGIES INC NOTE 0.125% 5/0 | principal | 9,430,000 | $10.5M | +248,000 |
| DRAFTKINGS INC NEWDRAFTKINGS INC NEW CNV | principal | 12,052,000 | $10.4M | -547,000 |
| MONGODB INCMONGODB INC NOTE 0.250% 1/1 | principal | 7,495,000 | $10.3M | -182,000 |
| SUMMIT HOTEL PROPERTIESSUMMIT HOTEL PROPERTIES NOTE 1.500% 2/1 | principal | 10,902,000 | $10.3M | -54,000 |
| WAYFAIR INCWAYFAIR INC NOTE 3.250% 9/1 | principal | 8,478,000 | $10.2M | -74,000 |
| DEXCOM INCDEXCOM INC NOTE 0.375% 5/1 | principal | 11,243,000 | $9.92M | -716,000 |
| NCL CORP LTDNCL CORP LTD BOND | principal | 10,152,000 | $9.82M | -250,000 |
| AMPHASTAR PHARMACEUTICALS INAMPHASTAR PHARMACEUTICALS IN NOTE 2.000% 3/1 | principal | 9,226,000 | $9.74M | new |
| TYLER TECHNOLOGIES INCTYLER TECHNOLOGIES INC NOTE 0.250% 3/1 | principal | 7,704,000 | $9.45M | -93,000 |
| HALOZYME THERAPEUTICS INCHALOZYME THERAPEUTICS INC NOTE 1.000% 8/1 | principal | 7,883,000 | $9.36M | +3,153,000 |
| FLUOR CORPFLUOR CORP NOTE 1.125% 8/1 | principal | 7,630,000 | $9.32M | new |
| MACOM TECH SOLUTIONS HLDGS IMACOM TECH SOLUTIONS HLDGS I NOTE 0.250% 3/1 | principal | 6,587,000 | $9.31M | +1,391,000 |
| TWO HARBORS INV CORPTWO HARBORS INV CORP NOTE 6.250% 1/1 | principal | 9,555,000 | $9.29M | -26,000 |
| MIRUM PHARMACEUTICALS INCMIRUM PHARMACEUTICALS INC NOTE 4.000% 5/0 | principal | 6,258,000 | $9.17M | -36,000 |
| LIBERTY MEDIA CORP DELLIBERTY MEDIA CORP DEL NOTE 2.250% 8/1 | principal | 8,262,000 | $9.08M | -210,000 |
| PEBBLEBROOK HOTEL TRPEBBLEBROOK HOTEL TR NOTE 1.750%12/1 | principal | 9,617,000 | $8.82M | -779,000 |
| ALNYLAM PHARMACEUTICALS INCALNYLAM PHARMACEUTICALS INC NOTE 1.000% 9/1 | principal | 7,353,000 | $8.6M | +2,014,000 |
| NATERA INCNATERA INC BOND | principal | 2,567,000 | $8.5M | -1,431,000 |
| AMERICAN AIRLINES GROUP INCAMERICAN AIRLINES GROUP INC NOTE 6.500% 7/0 | principal | 8,199,000 | $8.41M | -481,000 |
| NUTANIX INCNUTANIX INC Convertible | principal | 7,020,000 | $8.37M | -2,107,000 |
| IMPINJ INCIMPINJ INC NOTE 1.125% 5/1 | principal | 4,127,000 | $8.25M | -35,000 |
| CENTERPOINT ENERGY INCCENTERPOINT ENERGY INC NOTE 4.250% 8/1 | principal | 8,144,000 | $8.25M | new |
| FRESHPET INCFRESHPET INC NOTE 3.000% 4/0 | principal | 3,900,000 | $8.12M | -339,000 |
| DIGITALOCEAN HLDGS INCDIGITALOCEAN HLDGS INC CNV | principal | 9,178,000 | $8.1M | -2,300,000 |
| SAREPTA THERAPEUTICS INCSAREPTA THERAPEUTICS INC NOTE 1.250% 9/1 | principal | 7,110,998 | $8.06M | -193,000 |
| BURLINGTON STORES INCBURLINGTON STORES INC NOTE 1.250%12/1 | principal | 5,674,000 | $7.99M | new |
| LENDINGTREE INCLENDINGTREE INC NOTE 0.500% 7/1 | principal | 8,477,000 | $7.93M | -351,000 |
| LANTHEUS HLDGS INCLANTHEUS HLDGS INC Convertible | principal | 5,076,999 | $7.88M | -437,000 |
| EQUINOX GOLD CORPEQUINOX GOLD CORP NOTE 4.750%10/1 | principal | 6,084,000 | $7.56M | new |
| RWT HLDGS INCRWT HLDGS INC NOTE 5.750%10/0 | principal | 7,650,000 | $7.5M | 0 |
| AIR TRANS SVCS GROUP INCAIR TRANS SVCS GROUP INC BOND | principal | 7,667,000 | $7.2M | new |
| SOUTHWEST AIRLS COSOUTHWEST AIRLS CO NOTE 1.250% 5/0 | principal | 6,976,000 | $7.03M | -7,477,000 |
| ZILLOW GROUP INCZILLOW GROUP INC NOTE 1.375% 9/0 | principal | 4,707,000 | $6.92M | +2,621,000 |
| ADVANCED ENERGY INDSADVANCED ENERGY INDS NOTE 2.500% 9/1 | principal | 6,476,999 | $6.82M | new |
| LUMENTUM HLDGS INCLUMENTUM HLDGS INC NOTE 1.500%12/1 | principal | 5,848,000 | $6.79M | -48,000 |
| CNX RES CORPCNX RES CORP NOTE 2.250% 5/0 | principal | 2,629,000 | $6.7M | -1,460,000 |
| UNITY SOFTWARE INCUNITY SOFTWARE INC NOTE 11/1 | principal | 7,428,000 | $6.63M | -669,000 |
| PATRICK INDS INCPATRICK INDS INC NOTE 1.750%12/0 | principal | 4,391,000 | $6.61M | -207,000 |
| ZSCALER INCZSCALER INC NOTE 0.125% 7/0 | principal | 5,259,000 | $6.42M | -45,000 |
| GUARDANT HEALTH INCGUARDANT HEALTH INC NOTE 11/1 | principal | 7,931,000 | $6.35M | +317,000 |
| POST HLDGS INCPOST HLDGS INC NOTE 2.500% 8/1 | principal | 5,316,000 | $6.32M | -45,000 |
| ITRON INCITRON INC NOTE 3/1 | principal | 6,017,000 | $6.28M | -55,000 |
| PENNYMAC CORPPENNYMAC CORP BOND | principal | 6,282,000 | $6.27M | -42,000 |
| INSULET CORPINSULET CORP NOTE 0.375% 9/0 | principal | 5,220,000 | $6.23M | -158,000 |
| TRANSMEDICS GROUP INCTRANSMEDICS GROUP INC NOTE 1.500% 6/0 | principal | 3,358,000 | $6.19M | -1,220,000 |
| SPOTIFY USA INCSPOTIFY USA INC NOTE 3/1 | principal | 5,996,000 | $5.96M | -51,000 |
| DATADOG INCDATADOG INC NOTE 0.125% 6/1 | principal | 4,544,000 | $5.88M | -5,594,000 |
| LIVE NATION ENTERTAINMENT INLIVE NATION ENTERTAINMENT IN NOTE 3.125% 1/1 | principal | 4,762,000 | $5.86M | +447,000 |
| JETBLUE AIRWAYS CORPJETBLUE AIRWAYS CORP NOTE 0.500% 4/0 | principal | 6,116,000 | $5.61M | -2,981,000 |
| STRIDE INCSTRIDE INC NOTE 1.125% 9/0 | principal | 3,302,000 | $5.56M | -180,000 |
| REDFIN CORPREDFIN CORP NOTE 0.500% 4/0 | principal | 7,595,000 | $5.53M | -66,000 |
| GUIDEWIRE SOFTWARE INCGUIDEWIRE SOFTWARE INC BOND | principal | 3,445,000 | $5.52M | new |
| HUBSPOT INCHUBSPOT INC NOTE 0.375% 6/0 | principal | 2,929,000 | $5.51M | -1,398,000 |
| COLLEGIUM PHARMACEUTICAL INCCOLLEGIUM PHARMACEUTICAL INC NOTE 2.875% 2/1 | principal | 4,250,000 | $5.34M | 0 |
| PENNYMAC CORPPENNYMAC CORP NOTE 5.500% 3/1 | principal | 5,425,000 | $5.25M | 0 |
| INTERDIGITAL INCINTERDIGITAL INC NOTE 3.500% 6/0 | principal | 2,793,000 | $5.17M | -24,000 |
| WISDOMTREE INCWISDOMTREE INC NOTE 5.750% 8/1 | principal | 4,000,000 | $4.96M | +500,000 |
| NORTHERN OIL & GAS INCNORTHERN OIL & GAS INC NOTE 3.625% 4/1 | principal | 4,303,000 | $4.91M | -38,000 |
| CYTOKINETICS INCCYTOKINETICS INC NOTE 3.500% 7/0 | principal | 3,694,000 | $4.77M | -32,000 |
| SNAP INCSNAP INC NOTE 5/0 | principal | 5,565,000 | $4.76M | +565,000 |
| PERFICIENT INCPERFICIENT INC BOND | principal | 4,750,000 | $4.67M | +1,000,000 |
| BRIDGEBIO PHARMA INCBRIDGEBIO PHARMA INC NOTE 2.500% 3/1 | principal | 4,535,000 | $4.67M | -155,000 |
| BENTLEY SYSTEMS INCBENTLEY SYSTEMS INC NOTE 0.125% 1/1 | principal | 4,642,000 | $4.64M | -39,000 |
| GREENBRIER COS INCGREENBRIER COS INC NOTE 2.875% 4/1 | principal | 4,193,000 | $4.6M | 0 |
| Q2 HLDGS INCQ2 HLDGS INC NOTE 0.750% 6/0 | principal | 4,156,000 | $4.52M | new |
| WORKIVA INCWORKIVA INC NOTE 1.250% 8/1 | principal | 4,718,999 | $4.45M | new |
| BLOOM ENERGY CORPBLOOM ENERGY CORP Bond | principal | 4,814,000 | $4.42M | -43,000 |
| CAMTEK LTDCAMTEK LTD BOND | principal | 2,764,000 | $4.08M | new |
| CONMED CORPCONMED CORP NOTE 2.250% 6/1 | principal | 4,376,000 | $4.06M | 0 |
| SEMTECH CORPSEMTECH CORP NOTE 1.625%11/0 | principal | 2,712,000 | $3.83M | -2,408,000 |
| CHEGG INCCHEGG INC NOTE 0.125% 3/1 | principal | 4,000,000 | $3.83M | 0 |
| BRIDGEBIO PHARMA INCBRIDGEBIO PHARMA INC Convertible | principal | 4,500,000 | $3.76M | 0 |
| HAEMONETICS CORPHAEMONETICS CORP NOTE 3/0 | principal | 4,031,000 | $3.71M | +500,000 |
| ENVESTNET INCENVESTNET INC NOTE 2.625%12/0 | principal | 3,500,000 | $3.7M | -8,038,000 |
| JAZZ INVESTMENTS I LTDJAZZ INVESTMENTS I LTD NOTE 2.000% 6/1 | principal | 3,665,000 | $3.65M | -945,000 |
| CSG SYS INTL INCCSG SYS INTL INC NOTE 3.875% 9/1 | principal | 3,561,000 | $3.55M | new |
| DAYFORCE INCDAYFORCE INC NOTE 0.250% 3/1 | principal | 3,616,000 | $3.4M | 0 |
| EXACT SCIENCES CORPEXACT SCIENCES CORP NOTE 0.375% 3/1 | principal | 3,500,000 | $3.39M | 0 |
| NRG ENERGY INCNRG ENERGY INC DBCV 2.750% 6/0 | principal | 1,515,000 | $3.36M | -1,318,000 |
| SIRIUSXM HOLDINGS INCSIRIUSXM HOLDINGS INC NOTE 3.750% 3/1 | principal | 3,250,000 | $3.35M | -2,000,000 |
| MICROSTRATEGY INCMICROSTRATEGY INC NOTE 2/1 | principal | 2,422,000 | $3.3M | -2,655,000 |
| MARRIOTT VACATIONS WORLDWIDEMARRIOTT VACATIONS WORLDWIDE NOTE 3.250%12/1 | principal | 3,500,000 | $3.22M | 0 |
| ZILLOW GROUP INCZILLOW GROUP INC NOTE 2.750% 5/1 | principal | 2,891,000 | $3.22M | 0 |
| MAKEMYTRIP LIMITED MAURITIUSMAKEMYTRIP LIMITED MAURITIUS NOTE 2/1 | principal | 1,281,000 | $3.11M | -1,174,000 |
| BLACKSTONE MORTGAGE TRUST INBLACKSTONE MORTGAGE TRUST IN NOTE 5.500% 3/1 | principal | 3,267,000 | $3.1M | +767,000 |
| CHEFS WHSE INCCHEFS WHSE INC NOTE 2.375%12/1 | principal | 2,536,000 | $2.97M | -34,000 |
| HALOZYME THERAPEUTICS INCHALOZYME THERAPEUTICS INC NOTE 0.250% 3/0 | principal | 2,962,000 | $2.96M | 0 |
| CMS ENERGY CORPCMS ENERGY CORP NOTE 3.375% 5/0 | principal | 2,683,000 | $2.87M | 0 |
| EXPEDIA GROUP INCEXPEDIA GROUP INC NOTE 2/1 | principal | 2,979,000 | $2.84M | -162,000 |
| VERINT SYSTEMS INCVERINT SYSTEMS INC BOND | principal | 3,000,000 | $2.79M | -1,135,000 |
| BREAD FINANCIAL HOLDINGS INBREAD FINANCIAL HOLDINGS IN BOND | principal | 1,882,000 | $2.71M | -2,441,000 |
| JAMF HLDG CORPJAMF HLDG CORP NOTE 0.125% 9/0 | principal | 3,000,000 | $2.7M | 0 |
| BLOCK INCBLOCK INC NOTE 0.250%11/0 | principal | 3,112,000 | $2.68M | 0 |
| FIRST MAJESTIC SILVER CORPFIRST MAJESTIC SILVER CORP NOTE 0.375% 1/1 | principal | 3,000,000 | $2.65M | 0 |
| XOMETRY INCXOMETRY INC NOTE 1.000% 2/0 | principal | 3,000,000 | $2.56M | 0 |
| I3 VERTICALS LLCI3 VERTICALS LLC NOTE 1.000% 2/1 | principal | 2,600,000 | $2.55M | 0 |
| NCL CORP LTDNCL CORP LTD NOTE 2.500% 2/1 | principal | 2,500,000 | $2.47M | new |
| PEGASYSTEMS INCPEGASYSTEMS INC NOTE 0.750% 3/0 | principal | 2,500,000 | $2.44M | new |
| SSR MINING INCSSR MINING INC Convertible bond | principal | 2,500,000 | $2.34M | +500,000 |
| BENTLEY SYS INCBENTLEY SYS INC NOTE 0.375% 7/0 | principal | 2,500,000 | $2.31M | -250,000 |
| CENTURY ALUM COCENTURY ALUM CO NOTE 2.750% 5/0 | principal | 2,025,000 | $2.23M | 0 |
| AIRBNB INCAIRBNB INC CLASS A | principal | 2,373,000 | $2.21M | 0 |
| LUMENTUM HLDGS INCLUMENTUM HLDGS INC NOTE 0.500% 6/1 | principal | 2,500,000 | $2.16M | new |
| TELADOC HEALTH INCTELADOC HEALTH INC NOTE 1.250% 6/0 | principal | 2,500,000 | $2.16M | new |
| ARBOR REALTY TRUST INCARBOR REALTY TRUST INC NOTE 7.500% 8/0 | principal | 2,000,000 | $2.03M | 0 |
| MESA LABS INCMESA LABS INC NOTE 1.375% 8/1 | principal | 2,000,000 | $1.92M | 0 |
| RIVIAN AUTOMOTIVE INCRIVIAN AUTOMOTIVE INC NOTE 4.625% 3/1 | principal | 2,044,000 | $1.84M | 0 |
| ENPHASE ENERGY INCENPHASE ENERGY INC NOTE 3/0 | principal | 2,073,000 | $1.83M | +1,500,000 |
| PROS HOLDINGS INCPROS HOLDINGS INC NOTE 2.250% 9/1 | principal | 2,000,000 | $1.78M | new |
| MARA HOLDINGS INCMARA HOLDINGS INC NOTE 1.000%12/0 | principal | 2,000,000 | $1.77M | new |
| ANYWHERE REAL ESTATE GROUP LANYWHERE REAL ESTATE GROUP L CNV | principal | 2,000,000 | $1.75M | 0 |
| ZIFF DAVIS INCZIFF DAVIS INC NOTE 1.75% 11/01/2026 | principal | 1,850,000 | $1.71M | 0 |
| SUNNOVA ENERGY INTL INC.SUNNOVA ENERGY INTL INC. NOTE 0.250%12/0 | principal | 2,250,000 | $1.7M | new |
| EZCORP INCEZCORP INC NOTE 2.375% 5/0 | principal | 1,660,000 | $1.62M | 0 |
| INNOVIVA INCINNOVIVA INC NOTE 2.125% 3/1 | principal | 1,531,000 | $1.47M | 0 |
| ZIFF DAVIS INCZIFF DAVIS INC DEBT 3.625% 3/0 | principal | 1,542,000 | $1.47M | new |
| 3D SYS CORP DEL3D SYS CORP DEL NOTE 11/1 | principal | 1,750,000 | $1.46M | 0 |
| SHAKE SHACK INCSHAKE SHACK INC NOTE 3/0 | principal | 1,500,000 | $1.39M | -5,643,000 |
| BITDEER TECHNOLOGIES GROUPBITDEER TECHNOLOGIES GROUP Fixed Income | principal | 1,050,000 | $1.24M | new |
| UBER TECHNOLOGIES INCUBER TECHNOLOGIES INC NOTE 12/1 | principal | 954,000 | $1.05M | 0 |
| RINGCENTRAL INCRINGCENTRAL INC NOTE 3/0 | principal | 1,050,000 | $1.02M | new |
| AKAMAI TECHNOLOGIES INCAKAMAI TECHNOLOGIES INC NOTE 0.375% 9/0 | principal | 986,000 | $1.02M | -60,000 |
| PELOTON INTERACTIVE INCPELOTON INTERACTIVE INC NOTE 2/1 | principal | 1,000,000 | $900K | new |
| BOFA FIN LLCBOFA FIN LLC MTNF 0.600% 5/2 | principal | 725,000 | $804K | new |
| PARSONS CORP DELPARSONS CORP DEL BOND | principal | 319,000 | $733K | 0 |
| SNAP INCSNAP INC NOTE 0.125% 3/0 | principal | 770,000 | $615K | 0 |
| SNAP INCSNAP INC NOTE 0.75% 08/01/2026 | principal | 608,000 | $585K | 0 |
| COINBASE GLOBAL INCCOINBASE GLOBAL INC NOTE 0.500% 6/0 | principal | 521,000 | $510K | -7,456,000 |
| IONIS PHARMACEUTICALS INIONIS PHARMACEUTICALS IN NOTE 4/0 | principal | 496,000 | $495K | 0 |
| ETSY INCETSY INC NOTE 0.125% 9/0 | principal | 535,000 | $459K | 0 |
| UPWORK INCUPWORK INC NOTE 0.250% 8/1 | principal | 500,000 | $456K | 0 |
| ON SEMICONDUCTOR CORPON SEMICONDUCTOR CORP NOTE 5/0 | principal | 305,000 | $447K | 0 |
| ALLIANT ENERGY CORPALLIANT ENERGY CORP NOTE 3.875% 3/1 | principal | 423,000 | $442K | 0 |
| CLOUDFLARE INCCLOUDFLARE INC NOTE 8/1 | principal | 468,000 | $432K | 0 |
| MIDDLEBY CORPMIDDLEBY CORP NOTE 1.000% 9/0 | principal | 357,000 | $411K | 0 |
| ZTO EXPRESS CAYMAN INCZTO EXPRESS CAYMAN INC NOTE 1.500% 9/0 | principal | 313,000 | $333K | new |
| EURONET WORLDWIDE INCEURONET WORLDWIDE INC NOTE 0.750% 3/1 | principal | 318,000 | $312K | 0 |
| VARONIS SYS INCVARONIS SYS INC BOND | principal | 166,000 | $307K | -2,432,000 |
| UNITED STATES STL CORPUNITED STATES STL CORP NOTE 5.000%11/0 | principal | 102,000 | $272K | 0 |
| MICROCHIP TECHNOLOGY INC.MICROCHIP TECHNOLOGY INC. NOTE 0.125%11/1 | principal | 259,000 | $258K | 0 |
| PDD HOLDINGS INCPDD HOLDINGS INC NOTE 12/0 | principal | 242,000 | $243K | -3,569,000 |
| H WORLD GROUP LTDH WORLD GROUP LTD Convertible bond | principal | 174,000 | $198K | -2,624,000 |
| PEABODY ENGR CORPPEABODY ENGR CORP NOTE 3.250% 3/0 | principal | 124,000 | $185K | 0 |
| DROPBOX INCDROPBOX INC NOTE 3/0 | principal | 98,000 | $94.5K | 0 |
| PROSPECT CAP CORPPROSPECT CAP CORP BOND | principal | 92,000 | $92.1K | 0 |
| JBT MAREL CORPORATIONJBT MAREL CORPORATION NOTE 0.250% 5/1 | principal | 92,000 | $86.2K | -70,000 |
| BLOCK INCBLOCK INC NOTE 0.125% 3/0 | principal | 44,000 | $43K | 0 |
| Shift4 Payments IncShift4 Payments Inc Convertible bond | principal | 28,000 | $34K | 0 |
Sold out in Q3 2024
Positions in the previous quarter's report that this quarter's report no longer lists.
| Security | Shares before | Value before | Type |
|---|---|---|---|
| UPSTART HLDGS INCUPSTART HLDGS INC | 14,690,000 | $11.6M | principal |
| REVANCE THERAPEUTICS INCREVANCE THERAPEUTICS INC | 13,745,000 | $9.02M | principal |
| CYBERARK SOFTWARE LTDCYBERARK SOFTWARE LTD | 4,511,000 | $7.84M | principal |
| ATI INCATI INC | 2,106,000 | $7.54M | principal |
| WOLFSPEED INCWOLFSPEED INC | 9,385,000 | $5.17M | principal |
| GLAUKOS CORPGLAUKOS CORP | 2,061,000 | $4.45M | principal |
| HCI GROUP INCHCI GROUP INC | 3,389,000 | $4.41M | principal |
| PERMIAN RES OPER LLCPERMIAN RES OPER LLC | 1,228,000 | $3.38M | principal |
| TURNING PT BRANDS INCTURNING PT BRANDS INC | 3,300,000 | $3.29M | principal |
| ETSY INCETSY INC | 2,610,000 | $2.58M | principal |
| LUMENTUM HLDGS INCLUMENTUM HLDGS INC | 2,500,000 | $2.25M | principal |
| BLACKLINE INCBLACKLINE INC | 2,000,000 | $1.98M | principal |
| JAZZ INVESTMENTS I LTDJAZZ INVESTMENTS I LTD | 1,750,000 | $1.74M | principal |
| LIBERTY LATIN AMERICA LTDLIBERTY LATIN AMERICA LTD | 1,000,000 | $991K | principal |
| BURLINGTON STORES INCBURLINGTON STORES INC | 394,000 | $463K | principal |
| WOLFSPEED INCWOLFSPEED INC | 646,000 | $381K | principal |
| MICROSTRATEGY INCMICROSTRATEGY INC | 102,000 | $353K | principal |
| CATCATERPILLAR INC | 992 | $330K | shares |
| LAM RESEARCH CORPLAM RESEARCH CORP | 221 | $235K | shares |
| BABOEING CO | 1,285 | $234K | shares |
| VLOVALERO ENERGY CORP | 1,474 | $231K | shares |
| VEECO INSTRS INC DELVEECO INSTRS INC DEL | 104,000 | $179K | principal |
| ENVISTA HOLDINGS CORPORATIONENVISTA HOLDINGS CORPORATION | 10,000 | $10.2K | principal |
How Q3 2024 was built
Available 13F filings of this filer for the quarter and their roles: the base report is the latest original or restatement, NEW HOLDINGS amendments filed after it are added (method).
| Filing | Role | Amendment | Filed | Accepted | Ingested |
|---|---|---|---|---|---|
| 13F-HR 0001172661-24-004537 | base | 2024-11-08 | acceptance time not in the bulk data set |