SSI Investment Management

Ssi Investment Management as of June 30, 2020

Portfolio Holdings for Ssi Investment Management

Ssi Investment Management holds 246 positions in its portfolio as reported in the June 2020 quarterly 13F filing

Company (Ticker) Portfolio Weight Valued At Change in Shares Share Count Share Price
Ishares Tr Core S&p500 Etf (IVV) 6.2 $71M 228k 309.69
Southwest Airls Note 1.250% 5/0 (Principal) 3.9 $44M 37M 1.19
Cabot Oil & Gas Corporation (CTRA) 2.8 $32M 5.6k 5717.50
Tesla Note 2.000% 5/1 (Principal) 2.7 $31M 8.8M 3.51
Ishares Tr Core Us Aggbd Et (AGG) 2.3 $26M 218k 118.22
Akamai Technologies Note 0.125% 5/0 (Principal) 2.0 $23M 18M 1.25
Coupa Software Note 0.125% 6/1 (Principal) 1.9 $22M 12M 1.81
Illumina Note 8/1 (Principal) 1.9 $22M 20M 1.09
Tesla Note 2.375% 3/1 (Principal) 1.8 $20M 6.1M 3.31
Wellpoint Note 2.750%10/1 (Principal) 1.6 $19M 5.1M 3.66
Microchip Technology Note 1.625% 2/1 (Principal) 1.6 $18M 13M 1.47
Palo Alto Networks Note 0.750% 7/0 (Principal) 1.5 $18M 16M 1.07
Tesla Note 1.250% 3/0 (Principal) 1.4 $17M 5.5M 3.00
Illumina Note 0.500% 6/1 (Principal) 1.4 $16M 11M 1.49
Danaher Corporation 4.75 MND CV PFD 1.4 $16M 13k 1246.67
Square Note 0.500% 5/1 (Principal) 1.4 $16M 11M 1.49
Dexcom Note 0.750%12/0 (Principal) 1.3 $15M 6.2M 2.48
Stanley Black & Decker Unit 11/15/2022 1.3 $15M 170k 89.49
Workday Note 0.250%10/0 (Principal) 1.3 $15M 11M 1.38
Servicenow Note 6/0 (Principal) 1.2 $14M 4.7M 3.00
Chegg Note 0.125% 3/1 (Principal) 1.2 $14M 10M 1.41
Crown Castle Intl Corp 6.875% Con Pfd A 1.2 $14M 9.4k 1485.10
Advanced Micro Devices Note 2.125% 9/0 (Principal) 1.2 $13M 2.0M 6.57
Biomarin Pharmaceutical Note 0.599% 8/0 (Principal) 1.1 $13M 11M 1.22
Dish Network Corporation Note 3.375% 8/1 (Principal) 1.1 $13M 14M 0.92
Splunk Note 0.500% 9/1 (Principal) 1.1 $13M 8.7M 1.44
Novellus Sys Note 2.625% 5/1 (Principal) 1.1 $12M 1.2M 10.18
Microchip Technology Note 1.625% 2/1 (Principal) 1.1 $12M 5.5M 2.23
Sarepta Therapeutics DBCV 1.500%11/1 (Principal) 1.0 $12M 5.2M 2.30
Exact Sciences Corp Note 0.375% 3/1 (Principal) 1.0 $12M 11M 1.04
Zillow Group Note 2.750% 5/1 (Principal) 1.0 $11M 9.7M 1.17
Teradyne Note 1.250%12/1 (Principal) 1.0 $11M 4.1M 2.68
RH Note 6/1 (Principal) 1.0 $11M 7.8M 1.40
Micron Technology Note 3.125% 5/0 (Principal) 0.9 $11M 2.1M 5.17
Docusign Note 0.500% 9/1 (Principal) 0.9 $10M 4.3M 2.43
Neurocrine Biosciences Note 2.250% 5/1 (Principal) 0.9 $10M 6.2M 1.66
Zynga Note 0.250% 6/0 (Principal) 0.9 $10M 8.0M 1.28
On Semiconductor Corp Note 1.625%10/1 (Principal) 0.9 $10M 8.3M 1.21
Wayfair Note 1.125%11/0 (Principal) 0.9 $9.9M 5.6M 1.78
Priceline Grp Note 0.900% 9/1 (Principal) 0.9 $9.9M 9.3M 1.06
Synaptics Note 0.500% 6/1 (Principal) 0.8 $9.5M 8.9M 1.07
Spdr Ser Tr BLMBRG BRC CNVRT (CWB) 0.8 $9.4M 156k 60.51
Nuance Communications Note 1.250% 4/0 (Principal) 0.8 $9.3M 6.6M 1.39
Q2 HLDGS Note 0.750% 6/0 (Principal) 0.8 $8.7M 7.7M 1.13
Fti Consulting Note 2.000% 8/1 (Principal) 0.7 $8.3M 6.5M 1.27
Ares Capital Corp Note 3.750% 2/0 (Principal) 0.7 $7.9M 8.0M 0.98
Ii-vi Note 0.250% 9/0 (Principal) 0.7 $7.7M 6.5M 1.18
Viavi Solutions Note 1.000% 3/0 (Principal) 0.7 $7.7M 6.7M 1.15
Euronet Worldwide Note 0.750% 3/1 (Principal) 0.6 $7.3M 7.6M 0.96
Ares Capital Corp Note 4.625% 3/0 (Principal) 0.6 $7.3M 7.5M 0.97
Meritor Note 3.250%10/1 (Principal) 0.6 $7.3M 7.3M 1.00
Teladoc Health Note 1.375% 5/1 (Principal) 0.6 $7.1M 2.0M 3.56
Repligen Corp Note 0.375% 7/1 (Principal) 0.6 $6.9M 5.5M 1.25
Live Nation Entertainment In Note 2.500% 3/1 (Principal) 0.6 $6.8M 6.7M 1.01
Liberty Media Corp Del Note 1.375%10/1 (Principal) 0.6 $6.7M 6.4M 1.05
Dominion Energy Unit 99/99/9999 0.6 $6.7M 66k 101.43
Insmed Note 1.750% 1/1 (Principal) 0.6 $6.7M 6.9M 0.97
Conmed Corp Note 2.625% 2/0 (Principal) 0.6 $6.6M 6.3M 1.05
Penn Natl Gaming Note 2.750% 5/1 (Principal) 0.6 $6.6M 4.4M 1.50
Liberty Media Corp Del Note 1.000% 1/3 (Principal) 0.6 $6.6M 6.1M 1.08
Ringcentral Note 3/1 (Principal) 0.6 $6.4M 1.8M 3.49
Twilio Note 0.250% 6/0 (Principal) 0.5 $6.2M 2.0M 3.10
SSR MNG Note 2.500% 4/0 (Principal) 0.5 $6.2M 4.4M 1.40
Yy Note 1.375% 6/1 (Principal) 0.5 $6.1M 5.6M 1.10
Envestnet Note 1.750% 6/0 (Principal) 0.5 $5.9M 4.8M 1.23
Colony Starwood Homes Note 3.500% 1/1 (Principal) 0.5 $5.8M 4.5M 1.29
KBR Note 2.500%11/0 (Principal) 0.5 $5.6M 5.0M 1.12
Insulet Corp Note 1.375%11/1 (Principal) 0.5 $5.3M 2.5M 2.12
Realpage Note 1.500% 5/1 (Principal) 0.5 $5.2M 4.8M 1.08
Horizon Pharma Invt Note 2.500% 3/1 (Principal) 0.4 $4.7M 2.5M 1.93
First Tr Exchange-traded Fst Low Oppt Eft (LMBS) 0.4 $4.7M 91k 51.67
Ishares Tr Russell 2000 Etf (IWM) 0.4 $4.4M 31k 143.13
Wells Fargo Perp Pfd Cnv A (WFC.PL) 0.4 $4.3M 3.3k 1297.35
Nextera Energy Unit 99/99/9999 0.4 $4.2M 99k 42.47
Essential Utils Unit 04/30/2022 0.4 $4.2M 74k 56.53
Hercules Capital DBCV 4.375% 2/0 (Principal) 0.4 $4.1M 4.2M 0.97
International Flavors&fragra Unit 09/15/2021 0.3 $4.0M 90k 44.29
Cleveland Cliffs DBCV 1.500% 1/1 (Principal) 0.3 $3.9M 4.2M 0.91
Colfax Corp Unit 01/15/2022t 0.3 $3.7M 31k 122.07
Mfa Finl Note 6.250% 6/1 (Principal) 0.3 $3.6M 4.1M 0.88
Chimera Invt Corp Note 7.000% 4/0 (Principal) 0.3 $3.4M 2.3M 1.46
Microsoft Corporation (MSFT) 0.3 $3.4M 17k 203.49
Bk Of America Corp 7.25%CNV PFD L (BAC.PL) 0.3 $3.3M 2.5k 1342.30
First Tr Exchange-traded Multi Asset Di (MDIV) 0.3 $3.2M 235k 13.70
Ishares Tr Rus 1000 Val Etf (IWD) 0.3 $3.2M 29k 112.66
Ishares Tr Mortge Rel Etf (REM) 0.3 $3.1M 126k 24.86
Apple (AAPL) 0.3 $3.1M 8.5k 364.81
Nextera Energy Unit 09/01/2022s 0.3 $3.1M 64k 48.51
First Tr Nasdaq-100 Tech Ind Cap Strength Etf (FTCS) 0.3 $2.9M 159k 18.42
Sunpower Corp DBCV 4.000% 1/1 (Principal) 0.3 $2.9M 3.6M 0.80
Prospect Cap Corp Note 6.375% 3/0 (Principal) 0.3 $2.9M 2.9M 0.98
Ligand Pharmaceuticals Note 0.750% 5/1 (Principal) 0.2 $2.9M 3.3M 0.88
Ishares Tr U.s. Tech Etf (IYW) 0.2 $2.8M 11k 269.66
Apollo Coml Real Est Fin Note 5.375%10/1 (Principal) 0.2 $2.8M 3.5M 0.81
Spdr Gold Tr Gold Shs (GLD) 0.2 $2.8M 17k 167.52
Redwood Tr Note 4.750% 8/1 (Principal) 0.2 $2.8M 3.1M 0.89
New York Cmnty Cap Tr V Unit 11/01/2051 (NYCB.PU) 0.2 $2.7M 63k 43.61
Ishares Tr Msci Acwi Ex Us (ACWX) 0.2 $2.7M 63k 43.24
Osi Systems Note 1.250% 9/0 (Principal) 0.2 $2.6M 2.7M 0.96
Nrg Energy DBCV 2.750% 6/0 (Principal) 0.2 $2.5M 2.4M 1.01
Hope Bancorp Note 2.000% 5/1 (Principal) 0.2 $2.4M 3.0M 0.82
Amazon (AMZN) 0.2 $2.4M 875.00 2758.86
New Relic Note 0.500% 5/0 (Principal) 0.2 $2.4M 2.5M 0.96
Qts Rlty Tr 6.50% Con Pfd B 0.2 $2.4M 17k 142.57
Change Healthcare Unit 99/99/9999 0.2 $2.3M 53k 43.12
Weibo Corp Note 1.250%11/1 (Principal) 0.2 $2.3M 2.4M 0.93
Western Digital Corp. Note 1.500% 2/0 (Principal) 0.2 $2.2M 2.3M 0.94
New Mtn Fin Corp Note 5.750% 8/1 (Principal) 0.2 $2.2M 2.3M 0.94
Perficient Note 2.375% 9/1 (Principal) 0.2 $2.2M 1.9M 1.15
Kkr Real Estate Fin Tr Note 6.125% 5/1 (Principal) 0.2 $2.2M 2.3M 0.96
Splunk Note 1.125% 9/1 (Principal) 0.2 $2.2M 1.5M 1.47
Momo Note 1.250% 7/0 (Principal) 0.2 $2.2M 2.8M 0.77
New York Mtg Tr Note 6.250% 1/1 (Principal) 0.2 $2.1M 2.4M 0.89
Jazz Investments I Note 1.500% 8/1 (Principal) 0.2 $2.1M 2.3M 0.91
Seacor Holdings Note 3.250% 5/1 (Principal) 0.2 $2.1M 2.9M 0.72
Two Hbrs Invt Corp Note 6.250% 1/1 (Principal) 0.2 $2.0M 2.1M 0.98
American Elec Pwr Unit 03/15/2022 0.2 $2.0M 41k 48.43
Theravance Note 2.125% 1/1 (Principal) 0.2 $2.0M 2.0M 0.99
Nuance Communications DBCV 1.000%12/1 (Principal) 0.2 $1.9M 1.6M 1.18
Cheniere Energy Note 4.250% 3/1 (Principal) 0.2 $1.9M 3.0M 0.63
Vishay Intertechnology Note 2.250% 6/1 (Principal) 0.2 $1.9M 2.0M 0.93
Radius Health Note 3.000% 9/0 (Principal) 0.2 $1.8M 2.5M 0.73
Blackstone Mtg Tr Note 4.750% 3/1 (Principal) 0.2 $1.8M 2.0M 0.91
Pra Group Note 3.500% 6/0 (Principal) 0.2 $1.8M 1.8M 1.02
Inphi Corp Note 0.750% 9/0 (Principal) 0.2 $1.7M 834k 2.09
Alphabet Cap Stk Cl A (GOOGL) 0.1 $1.7M 1.2k 1419.14
Biomarin Pharmaceutical Note 1.500%10/1 (Principal) 0.1 $1.6M 1.2M 1.31
Boingo Wireless Note 1.000%10/0 (Principal) 0.1 $1.6M 1.8M 0.89
Zendesk Note 0.250% 3/1 (Principal) 0.1 $1.5M 1.0M 1.49
Air Transport Services Grp I Note 1.125%10/1 (Principal) 0.1 $1.5M 1.6M 0.94
Cree Note 0.875% 9/0 (Principal) 0.1 $1.4M 1.2M 1.17
Select Sector Spdr Tr Sbi Int-utils (XLU) 0.1 $1.4M 24k 56.46
Encore Cap Europe Fin Note 4.500% 9/0 (Principal) 0.1 $1.4M 1.4M 0.96
Apollo Coml Real Est Fin Note 4.750% 8/2 (Principal) 0.1 $1.4M 1.6M 0.87
Istar Note 3.125% 9/1 (Principal) 0.1 $1.3M 1.3M 1.07
Nice Sys Note 1.250% 1/1 (Principal) 0.1 $1.3M 583k 2.28
Knowles Corp Note 3.250%11/0 (Principal) 0.1 $1.3M 1.3M 1.06
Silicon Laboratories Note 1.375% 3/0 (Principal) 0.1 $1.3M 1.1M 1.20
Encore Cap Group Note 2.875% 3/1 (Principal) 0.1 $1.3M 1.3M 0.96
Facebook Cl A (META) 0.1 $1.3M 5.6k 227.14
Western Asset Mtg Cap Corp Note 6.750%10/0 (Principal) 0.1 $1.3M 1.8M 0.71
American Rlty Cap Pptys Note 3.750%12/1 (Principal) 0.1 $1.3M 1.3M 1.00
Retrophin Note 2.500% 9/1 (Principal) 0.1 $1.2M 1.5M 0.83
Kimberly-Clark Corporation (KMB) 0.1 $1.2M 8.7k 141.39
Vonage Hldgs Corp Note 1.750% 6/0 (Principal) 0.1 $1.2M 1.3M 0.93
Theravance Biopharma Note 3.250%11/0 (Principal) 0.1 $1.2M 1.2M 0.96
Kaman Corp Note 3.250% 5/0 (Principal) 0.1 $1.1M 1.2M 0.95
Ishares Tr U.s. Real Es Etf (IYR) 0.1 $1.1M 14k 78.88
Ship Fin Intl Note 4.875% 5/0 (Principal) 0.1 $1.1M 1.3M 0.88
Granite Pt Mtg Tr Note 6.375%10/0 (Principal) 0.1 $1.1M 1.5M 0.71
Southern Unit 08/01/2022 0.1 $1.1M 24k 44.07
Sempra Energy 6% Pfd Conv A 0.1 $1.1M 11k 97.79
JPMorgan Chase & Co. (JPM) 0.1 $1.0M 11k 94.10
Gossamer Bio Note 5.000% 6/0 (Principal) 0.1 $1.0M 1.0M 1.01
Twitter Note 0.250% 6/1 (Principal) 0.1 $999k 1.1M 0.94
UnitedHealth (UNH) 0.1 $999k 3.4k 294.95
Portfolio Recovery Assocs In Note 3.000% 8/0 (Principal) 0.1 $994k 1.0M 0.99
Teladoc Health Note 3.000%12/1 (Principal) 0.1 $979k 226k 4.33
Lumentum Hldgs Note 0.250% 3/1 (Principal) 0.1 $936k 644k 1.45
Home Depot (HD) 0.1 $927k 3.7k 251.02
Wayfair Note 0.375% 9/0 (Principal) 0.1 $881k 463k 1.90
Inseego Corp Note 3.250% 5/0 (Principal) 0.1 $878k 841k 1.04
Johnson & Johnson (JNJ) 0.1 $865k 6.2k 140.58
Infinera Corp Note 2.125% 9/0 (Principal) 0.1 $857k 1.0M 0.86
Procter & Gamble Company (PG) 0.1 $835k 7.0k 119.83
Helix Energy Solutions Grp I Note 4.125% 9/1 (Principal) 0.1 $826k 1.0M 0.83
Csg Sys Intl Note 4.250% 3/1 (Principal) 0.1 $823k 813k 1.01
Mastercard Incorporated Cl A (MA) 0.1 $810k 2.7k 295.73
Redfin Corp Note 1.750% 7/1 (Principal) 0.1 $766k 521k 1.47
Liberty Media Corp Deb 3.500% 1/1 (Principal) 0.1 $736k 1.0M 0.74
Visa Com Cl A (V) 0.1 $733k 3.8k 192.95
Nuvasive Note 2.250% 3/1 (Principal) 0.1 $716k 656k 1.09
Isis Pharmaceuticals Inc Del Note 1.000%11/1 (Principal) 0.1 $667k 606k 1.10
Berkshire Hathaway Inc Del Cl B New (BRK.B) 0.1 $665k 3.7k 178.19
Spirit Rlty Cap Note 3.750% 5/1 (Principal) 0.1 $655k 660k 0.99
Verizon Communications (VZ) 0.1 $634k 12k 54.97
Pfizer (PFE) 0.1 $627k 19k 32.60
Paypal Holdings (PYPL) 0.1 $622k 3.6k 173.89
NVIDIA Corporation (NVDA) 0.1 $600k 1.6k 380.47
Exact Sciences Corp Note 1.000% 1/1 (Principal) 0.1 $593k 435k 1.36
Fortive Corp Note 0.875% 2/1 (Principal) 0.1 $593k 608k 0.98
Bank of America Corporation (BAC) 0.1 $574k 24k 23.74
Dte Energy Unit 11/01/2022s 0.1 $573k 14k 42.29
Intel Corporation (INTC) 0.0 $566k 9.5k 59.69
Cisco Systems (CSCO) 0.0 $542k 12k 46.82
Ishares Tr Fltg Rate Nt Etf (FLOT) 0.0 $542k 11k 50.73
Thermo Fisher Scientific (TMO) 0.0 $536k 1.5k 361.67
Merck & Co (MRK) 0.0 $511k 6.6k 77.57
Starwood Ppty Tr Note 4.375% 4/0 (Principal) 0.0 $500k 522k 0.96
Amgen (AMGN) 0.0 $487k 2.1k 235.15
Disney Walt Com Disney (DIS) 0.0 $484k 4.3k 111.93
Union Pacific Corporation (UNP) 0.0 $480k 2.8k 169.91
Abbott Laboratories (ABT) 0.0 $480k 5.2k 91.48
Pepsi (PEP) 0.0 $460k 3.5k 131.84
Ishares Tr 1 3 Yr Treas Bd (SHY) 0.0 $456k 5.3k 86.74
Coca-Cola Company (KO) 0.0 $456k 10k 44.75
Loews Corporation (L) 0.0 $454k 13k 34.31
At&t (T) 0.0 $454k 15k 30.23
salesforce (CRM) 0.0 $436k 2.3k 186.96
Comcast Corp Cl A (CMCSA) 0.0 $432k 11k 38.98
Intercontinental Exchange (ICE) 0.0 $409k 4.5k 91.70
Raytheon Technologies Corp (RTX) 0.0 $406k 6.6k 61.51
Costco Wholesale Corporation (COST) 0.0 $405k 1.3k 304.05
McDonald's Corporation (MCD) 0.0 $405k 2.2k 183.18
Adobe Systems Incorporated (ADBE) 0.0 $400k 917.00 436.20
Danaher Corporation (DHR) 0.0 $395k 2.2k 177.29
Rambus Inc Del Note 1.375% 2/0 (Principal) 0.0 $392k 375k 1.05
Citigroup Com New (C) 0.0 $379k 7.4k 51.00
Zillow Group Note 1.500% 7/0 (Principal) 0.0 $362k 347k 1.04
Abbvie (ABBV) 0.0 $360k 3.7k 98.39
First Tr Exchange-traded Ssi Strg Etf (FCVT) 0.0 $352k 9.9k 35.45
Servicenow (NOW) 0.0 $325k 801.00 405.74
Air Products & Chemicals (APD) 0.0 $314k 1.3k 241.35
Broadcom (AVGO) 0.0 $305k 965.00 316.06
Medtronic SHS (MDT) 0.0 $304k 3.3k 91.79
Oracle Corporation (ORCL) 0.0 $303k 5.5k 54.91
TJX Companies (TJX) 0.0 $298k 5.9k 50.70
Wal-Mart Stores (WMT) 0.0 $296k 2.5k 119.79
Herbalife Note 2.625% 3/1 (Principal) 0.0 $287k 289k 0.99
Guess Note 2.000% 4/1 (Principal) 0.0 $287k 431k 0.67
Wells Fargo & Company (WFC) 0.0 $278k 11k 25.67
Nike CL B (NKE) 0.0 $271k 2.8k 97.90
Honeywell International (HON) 0.0 $269k 1.8k 145.64
stock 0.0 $267k 1.3k 200.15
BioMarin Pharmaceutical (BMRN) 0.0 $265k 2.1k 123.31
Assurant 6.50% Conv Pfd D 0.0 $263k 2.5k 103.54
Bristol Myers Squibb (BMY) 0.0 $261k 4.4k 58.77
Accenture Plc Ireland Shs Class A (ACN) 0.0 $256k 1.2k 215.13
Select Sector Spdr Tr Energy (XLE) 0.0 $254k 6.7k 37.85
Lockheed Martin Corporation (LMT) 0.0 $248k 674.00 367.95
International Business Machines (IBM) 0.0 $241k 2.0k 121.47
Gilead Sciences (GILD) 0.0 $240k 3.1k 76.68
Aerojet Rocketdyne Hldgs Note 2.250%12/1 (Principal) 0.0 $237k 148k 1.60
Sarepta Therapeutics (SRPT) 0.0 $237k 1.5k 160.24
PerkinElmer (RVTY) 0.0 $220k 2.2k 98.88
Applied Materials (AMAT) 0.0 $209k 3.5k 60.32
Southwest Airlines (LUV) 0.0 $209k 6.1k 34.50
3M Company (MMM) 0.0 $201k 1.3k 156.06
Eaton Corp SHS (ETN) 0.0 $200k 2.3k 88.30
Alza Corp SDCV 7/2 (Principal) 0.0 $195k 101k 1.93
Fireeye Note 1.625% 6/0 (Principal) 0.0 $189k 200k 0.94
Ares Capital Corporation (ARCC) 0.0 $161k 11k 14.38
Bloomin Brands (BLMN) 0.0 $161k 15k 10.69
Seacor Holdings Note 3.000%11/1 (Principal) 0.0 $148k 150k 0.99
Macquarie Infrastructure Cor Note 2.000%10/0 (Principal) 0.0 $75k 88k 0.85
Guidewire Software Note 1.250% 3/1 (Principal) 0.0 $29k 25k 1.16