SSI Investment Management

Ssi Investment Management as of March 31, 2023

Portfolio Holdings for Ssi Investment Management

Ssi Investment Management holds 256 positions in its portfolio as reported in the March 2023 quarterly 13F filing

Company (Ticker) Portfolio Weight Valued At Change in Shares Share Count Share Price
Ishares Tr Core S&p500 Etf (IVV) 5.2 $74M 180k 411.08
Southwest Airls Note 1.250% 5/0 (Principal) 3.0 $42M 37M 1.14
Booking Holdings Note 0.750% 5/0 (Principal) 2.8 $40M 27M 1.50
Palo Alto Networks Note 0.375% 6/0 (Principal) 2.8 $39M 20M 2.02
Pioneer Nat Res Note 0.250% 5/1 (Principal) 2.7 $39M 18M 2.13
Dexcom Note 0.250%11/1 (Principal) 2.4 $35M 33M 1.07
Wells Fargo Perp Pfd Cnv A (WFC.PL) 1.9 $27M 23k 1152.50
Etsy Note 0.125% 9/0 (Principal) 1.7 $25M 28M 0.90
Nextera Energy Unit 09/01/2025 (NEE.PR) 1.7 $24M 521k 46.13
Snap Note 0.125% 3/0 (Principal) 1.6 $22M 32M 0.70
Vanguard Star Fds Vg Tl Intl Stk F (VXUS) 1.4 $20M 366k 55.21
Splunk Note 1.125% 9/1 (Principal) 1.4 $20M 20M 0.97
Shift4 Pmts Note 12/1 (Principal) 1.3 $19M 16M 1.17
Ishares Tr 7-10 Yr Trsy Bd (IEF) 1.3 $19M 191k 99.12
Microchip Technology Note 0.125%11/1 (Principal) 1.3 $19M 17M 1.12
Jazz Investments I Note 2.000% 6/1 (Principal) 1.3 $19M 17M 1.11
Enphase Energy Note 3/0 (Principal) 1.2 $18M 17M 1.04
Cloudflare Note 8/1 (Principal) 1.2 $17M 20M 0.84
Spdr Ser Tr Bloomberg 1-3 Mo (BIL) 1.1 $16M 176k 91.82
Expedia Group Note 2/1 (Principal) 1.1 $16M 17M 0.90
Uber Technologies Note 12/1 (Principal) 1.1 $15M 17M 0.88
Block Note 0.125% 3/0 (Principal) 1.0 $15M 15M 0.96
Transocean Deb 4.000%12/1 (Principal) 1.0 $15M 9.9M 1.47
Biomarin Pharmaceutical Note 0.599% 8/0 (Principal) 1.0 $14M 14M 1.03
Western Digital Corp. Note 1.500% 2/0 (Principal) 1.0 $14M 15M 0.96
Ford Mtr Co Del Note 3/1 (Principal) 1.0 $14M 14M 1.00
Kkr & Co 6% Mconv Pfd C 0.9 $13M 211k 63.34
Cyberark Software Note 11/1 (Principal) 0.9 $13M 12M 1.12
Burlington Stores Note 2.250% 4/1 (Principal) 0.9 $12M 11M 1.15
Verint Systems Note 0.250% 4/1 (Principal) 0.8 $12M 14M 0.88
Illumina Note 8/1 (Principal) 0.8 $12M 12M 0.97
Ares Capital Corp Note 4.625% 3/0 (Principal) 0.8 $12M 12M 1.01
Boston Scientific Corp 5.50% Cnv Pfd A 0.8 $11M 92k 120.54
Zillow Group Note 2.750% 5/1 (Principal) 0.7 $11M 10M 1.02
Pebblebrook Hotel Tr Note 1.750%12/1 (Principal) 0.7 $11M 13M 0.85
Insulet Corp Note 0.375% 9/0 (Principal) 0.7 $10M 7.0M 1.49
Ishares Tr Fltg Rate Nt Etf (FLOT) 0.7 $10M 205k 50.39
Lumentum Hldgs Note 0.500%12/1 (Principal) 0.7 $10M 12M 0.86
Workiva Note 1.125% 8/1 (Principal) 0.7 $10M 7.2M 1.41
H World Group Note 3.000% 5/0 (Principal) 0.7 $10M 7.4M 1.34
Pennymac Corp Note 5.500%11/0 (Principal) 0.7 $9.9M 11M 0.94
Pg&e Corp Unit 08/16/2023 0.7 $9.8M 69k 141.75
Revance Therapeutics Note 1.750% 2/1 (Principal) 0.7 $9.7M 7.9M 1.23
Sea Note 2.375%12/0 (Principal) 0.7 $9.5M 7.8M 1.22
Bill Holdings Note 12/0 (Principal) 0.7 $9.5M 10M 0.91
Array Technologies Note 1.000%12/0 (Principal) 0.7 $9.5M 8.6M 1.10
Lendingtree Note 0.500% 7/1 (Principal) 0.7 $9.4M 13M 0.75
Haemonetics Corp Mass Note 3/0 (Principal) 0.7 $9.3M 11M 0.85
Perficient Note 0.125%11/1 (Principal) 0.6 $9.2M 12M 0.79
Helix Energy Solutions Grp I Note 6.750% 2/1 (Principal) 0.6 $9.2M 6.7M 1.37
Summit Hotel Pptys Note 1.500% 2/1 (Principal) 0.6 $8.9M 10M 0.86
Airbnb Note 3/1 (Principal) 0.6 $8.7M 9.9M 0.87
Pagerduty Note 1.250% 7/0 (Principal) 0.6 $8.6M 7.7M 1.12
Insmed Note 0.750% 6/0 (Principal) 0.6 $8.4M 11M 0.77
Digitalocean Hldgs Note 12/0 (Principal) 0.6 $8.4M 11M 0.79
Datadog Note 0.125% 6/1 (Principal) 0.6 $8.4M 7.7M 1.08
Macom Tech Solutions Hldgs I Note 0.250% 3/1 (Principal) 0.6 $8.2M 7.8M 1.05
Cheesecake Factory Note 0.375% 6/1 (Principal) 0.6 $8.2M 9.9M 0.83
Parsons Corp Del Note 0.250% 8/1 (Principal) 0.6 $8.2M 7.5M 1.10
Bentley Sys Note 0.125% 1/1 (Principal) 0.6 $8.2M 8.7M 0.95
Euronet Worldwide Note 0.750% 3/1 (Principal) 0.6 $8.0M 8.4M 0.96
Tyler Tex Indpt Sch Dist Note 0.250% 3/1 (Principal) 0.6 $7.9M 8.2M 0.95
Becton Dickinson & Co 6% Dp Conv Pfd B 0.5 $7.8M 156k 49.81
Aptiv 5.5% Cnv Pfd A 0.5 $7.7M 62k 122.95
Vail Resorts Note 1/0 (Principal) 0.5 $7.7M 8.6M 0.89
Silicon Laboratories Note 0.625% 6/1 (Principal) 0.5 $7.6M 5.1M 1.49
Zscaler Note 0.125% 7/0 (Principal) 0.5 $7.6M 7.2M 1.05
Eqt Corp Note 1.750% 5/0 (Principal) 0.5 $7.5M 3.4M 2.20
Five9 Note 0.500% 6/0 (Principal) 0.5 $7.5M 8.1M 0.92
Dropbox Note 3/0 (Principal) 0.5 $7.4M 8.5M 0.87
Evolent Health Note 1.500%10/1 (Principal) 0.5 $7.4M 6.2M 1.19
John Bean Technologies Corp Note 0.250% 5/1 (Principal) 0.5 $7.3M 8.0M 0.91
Bilibili Note 1.375% 4/0 (Principal) 0.5 $7.3M 6.1M 1.19
Makemytrip Limited Mauritius Note 2/1 (Principal) 0.5 $7.3M 7.7M 0.95
Ishares Tr Msci Usa Qlt Fct (QUAL) 0.5 $7.2M 58k 124.06
American Elec Pwr Unit 08/15/2023 0.5 $7.0M 139k 50.18
Confluent Note 1/1 (Principal) 0.5 $6.9M 8.7M 0.79
First Tr Exchange-traded Fst Low Oppt Eft (LMBS) 0.5 $6.8M 143k 47.87
Impinj Note 1.125% 5/1 (Principal) 0.5 $6.6M 4.7M 1.42
Box Note 1/1 (Principal) 0.5 $6.5M 5.6M 1.16
Stride Note 1.125% 9/0 (Principal) 0.4 $6.4M 6.4M 0.99
Chart Inds Note 1.000%11/1 (Principal) 0.4 $6.3M 2.9M 2.16
Ati Note 3.500% 6/1 (Principal) 0.4 $6.3M 2.4M 2.59
KBR Note 2.500%11/0 (Principal) 0.4 $6.2M 2.9M 2.17
Air Trans Svcs Group Note 1.125%10/1 (Principal) 0.4 $6.2M 6.5M 0.95
Green Plains Note 2.250% 3/1 (Principal) 0.4 $6.1M 5.0M 1.20
Apollo Coml Real Estate Fin Note 5.375%10/1 (Principal) 0.4 $6.1M 6.3M 0.97
Ionis Pharmaceuticals Note 4/0 (Principal) 0.4 $6.0M 6.6M 0.91
Mfa Finl Note 6.250% 6/1 (Principal) 0.4 $5.9M 6.3M 0.95
Exact Sciences Corp Note 1.000% 1/1 (Principal) 0.4 $5.8M 5.0M 1.14
Itron Note 3/1 (Principal) 0.4 $5.7M 6.9M 0.83
Liberty Media Corp Del Note 1.375%10/1 (Principal) 0.4 $5.7M 5.2M 1.08
Neurocrine Biosciences Note 2.250% 5/1 (Principal) 0.4 $5.6M 4.2M 1.34
Hubspot Note 0.375% 6/0 (Principal) 0.4 $5.1M 3.2M 1.59
Spdr Ser Tr Bbg Conv Sec Etf (CWB) 0.4 $5.0M 75k 67.07
Ishares Tr Iboxx Inv Cp Etf (LQD) 0.4 $5.0M 46k 109.61
Marriott Vacations Worldwide Note 1/1 (Principal) 0.3 $5.0M 5.1M 0.97
Kkr Real Estate Fin Tr Note 6.125% 5/1 (Principal) 0.3 $4.8M 4.9M 0.99
Halozyme Therapeutics Note 0.250% 3/0 (Principal) 0.3 $4.8M 5.6M 0.85
Aes Corp Unit 02/15/2024 0.3 $4.7M 52k 89.95
Prospect Cap Corp Note 6.375% 3/0 (Principal) 0.3 $4.5M 4.7M 0.96
Pacira Biosciences Note 0.750% 8/0 (Principal) 0.3 $4.5M 4.9M 0.91
Ishares Core Msci Emkt (IEMG) 0.3 $4.4M 90k 48.79
Bank America Corp 7.25%CNV PFD L (BAC.PL) 0.3 $4.0M 3.4k 1147.50
Two Harbors Inventment Corpo Note 6.250% 1/1 (Principal) 0.3 $3.9M 4.5M 0.86
Alteryx Note 1.000% 8/0 (Principal) 0.3 $3.8M 4.5M 0.84
Nisource Unit 12/01/2023 0.3 $3.8M 37k 104.09
Microsoft Corporation (MSFT) 0.3 $3.8M 13k 288.30
Exact Sciences Corp Note 0.375% 3/1 (Principal) 0.3 $3.7M 4.0M 0.93
Granite Pt Mtg Tr Note 6.375%10/0 (Principal) 0.3 $3.6M 3.8M 0.94
Proshares Tr Shrt 20+yr Tre (TBF) 0.2 $3.5M 165k 21.13
American Airlines Group Note 6.500% 7/0 (Principal) 0.2 $3.3M 2.9M 1.16
Apple (AAPL) 0.2 $3.2M 20k 164.90
Permian Resources Corp Note 3.250% 4/0 (Principal) 0.2 $3.2M 1.7M 1.85
Upwork Note 0.250% 8/1 (Principal) 0.2 $3.1M 4.0M 0.78
Ringcentral Note 3/0 (Principal) 0.2 $3.1M 3.5M 0.88
Cable One Note 1.125% 3/1 (Principal) 0.2 $3.1M 4.2M 0.73
Magnite Note 0.250% 3/1 (Principal) 0.2 $2.9M 3.7M 0.80
First Tr Exch Traded Fd Iii Pfd Secs Inc Etf (FPE) 0.2 $2.9M 183k 15.96
Redwood Trust Note 5.625% 7/1 (Principal) 0.2 $2.9M 3.0M 0.94
Chegg Note 0.125% 3/1 (Principal) 0.2 $2.8M 3.3M 0.88
Herbalife Nutrition Note 2.625% 3/1 (Principal) 0.2 $2.8M 3.0M 0.95
Greenbrier Cos Note 2.875% 4/1 (Principal) 0.2 $2.8M 3.3M 0.85
8X8 Note 0.500% 2/0 (Principal) 0.2 $2.7M 3.0M 0.90
Bentley Sys Note 0.375% 7/0 (Principal) 0.2 $2.6M 3.1M 0.84
RWT HLDGS Note 5.750%10/0 (Principal) 0.2 $2.2M 2.5M 0.90
Snap Note 5/0 (Principal) 0.2 $2.2M 3.0M 0.73
Jazz Investments I Note 1.500% 8/1 (Principal) 0.2 $2.2M 2.3M 0.97
Ready Capital Corp 7% CN SR NT 2023 0.2 $2.2M 87k 24.95
Envestnet Note 0.750% 8/1 (Principal) 0.1 $2.0M 2.3M 0.90
Infinera Corp Note 2.125% 9/0 (Principal) 0.1 $2.0M 2.0M 1.02
Digitalbridge Group Note 5.000% 4/1 (Principal) 0.1 $2.0M 2.0M 1.00
Ligand Pharmaceuticals Note 0.750% 5/1 (Principal) 0.1 $2.0M 2.0M 0.99
Alphabet Cap Stk Cl A (GOOGL) 0.1 $1.9M 18k 103.73
Ceridian Hcm Hldg Note 0.250% 3/1 (Principal) 0.1 $1.9M 2.1M 0.90
Patrick Inds Note 1.750%12/0 (Principal) 0.1 $1.8M 2.0M 0.90
Sunnova Energy Intl Note 0.250%12/0 (Principal) 0.1 $1.8M 2.5M 0.71
Encore Cap Europe Fin Note 4.500% 9/0 (Principal) 0.1 $1.8M 1.5M 1.18
Innoviva Note 2.500% 8/1 (Principal) 0.1 $1.8M 1.9M 0.95
Bandwidth Note 0.500% 4/0 (Principal) 0.1 $1.8M 2.8M 0.64
New Relic Note 0.500% 5/0 (Principal) 0.1 $1.7M 1.8M 0.99
Pennymac Corp Note 5.500% 3/1 (Principal) 0.1 $1.7M 2.0M 0.87
Pra Group Note 3.500% 6/0 (Principal) 0.1 $1.7M 1.8M 0.99
Kaman Corp Note 3.250% 5/0 (Principal) 0.1 $1.7M 1.8M 0.94
Etsy Note 0.250% 6/1 (Principal) 0.1 $1.7M 2.0M 0.83
Mitek Sys Note 0.750% 2/0 (Principal) 0.1 $1.6M 2.0M 0.82
I3 Verticals Note 1.000% 2/1 (Principal) 0.1 $1.6M 1.8M 0.92
Nrg Energy DBCV 2.750% 6/0 (Principal) 0.1 $1.5M 1.5M 1.03
New York Cmnty Cap Tr V Unit 05/07/2051 (NYCB.PU) 0.1 $1.5M 40k 38.75
Jetblue Airways Corp Note 0.500% 4/0 (Principal) 0.1 $1.5M 2.0M 0.77
Sfl Corporation Note 4.875% 5/0 (Principal) 0.1 $1.5M 1.5M 0.99
GDS HLDGS Note 2.000% 6/0 (Principal) 0.1 $1.5M 1.5M 0.98
Joyy Note 0.750% 6/1 (Principal) 0.1 $1.5M 1.5M 0.98
Jamf Hldg Corp Note 0.125% 9/0 (Principal) 0.1 $1.4M 1.8M 0.82
Select Sector Spdr Tr Sbi Int-utils (XLU) 0.1 $1.4M 21k 67.69
Amazon (AMZN) 0.1 $1.4M 14k 103.29
Mesa Labs Note 1.375% 8/1 (Principal) 0.1 $1.4M 1.5M 0.92
Progress Software Corp Note 1.000% 4/1 (Principal) 0.1 $1.4M 1.3M 1.09
Wayfair Note 1.000% 8/1 (Principal) 0.1 $1.3M 2.0M 0.66
Spirit Airls Note 1.000% 5/1 (Principal) 0.1 $1.2M 1.6M 0.81
Kimberly-Clark Corporation (KMB) 0.1 $1.2M 8.7k 134.22
NVIDIA Corporation (NVDA) 0.1 $1.1M 4.1k 277.77
On Semiconductor Corp Note 5/0 (Principal) 0.1 $1.1M 644k 1.63
Coherus Biosciences Note 1.500% 4/1 (Principal) 0.1 $1.0M 1.5M 0.70
Akamai Technologies Note 0.375% 9/0 (Principal) 0.1 $1.0M 1.1M 0.92
Enphase Energy Note 3/0 (Principal) 0.1 $1.0M 990k 1.03
Berkshire Hathaway Inc Del Cl B New (BRK.B) 0.1 $1.0M 3.2k 308.77
Iqiyi Note 2.000% 4/0 (Principal) 0.1 $998k 1.0M 1.00
Redwood Trust Note 4.750% 8/1 (Principal) 0.1 $983k 1.0M 0.98
Royal Caribbean Group Note 4.250% 6/1 (Principal) 0.1 $948k 936k 1.01
Pdd Holdings Note 12/0 (Principal) 0.1 $946k 1.0M 0.95
Splunk Note 1.125% 6/1 (Principal) 0.1 $906k 1.1M 0.85
UnitedHealth (UNH) 0.1 $847k 1.8k 472.59
Procter & Gamble Company (PG) 0.1 $837k 5.6k 148.69
Meta Platforms Cl A (META) 0.1 $827k 3.9k 211.94
Winnebago Inds Note 1.500% 4/0 (Principal) 0.1 $825k 750k 1.10
Loews Corporation (L) 0.1 $768k 13k 58.02
Johnson & Johnson (JNJ) 0.1 $749k 4.8k 155.00
Snap Note 0.750% 8/0 (Principal) 0.1 $721k 787k 0.92
JPMorgan Chase & Co. (JPM) 0.0 $689k 5.3k 130.31
Pfizer (PFE) 0.0 $637k 16k 40.80
Ishares Tr U.s. Real Es Etf (IYR) 0.0 $629k 7.4k 84.90
Ishares Tr Rus 1000 Val Etf (IWD) 0.0 $612k 4.0k 152.26
Visa Com Cl A (V) 0.0 $594k 2.6k 225.46
Innoviva Note 2.125% 3/1 (Principal) 0.0 $575k 735k 0.78
Tesla Motors (TSLA) 0.0 $570k 2.7k 207.46
Hope Bancorp Note 2.000% 5/1 (Principal) 0.0 $561k 580k 0.97
Bank of America Corporation (BAC) 0.0 $553k 19k 28.60
Merck & Co (MRK) 0.0 $544k 5.1k 106.39
Costco Wholesale Corporation (COST) 0.0 $536k 1.1k 496.87
Pepsi (PEP) 0.0 $519k 2.8k 182.30
Coca-Cola Company (KO) 0.0 $513k 8.3k 62.03
Integra Lifesciences Hldgs C Note 0.500% 8/1 (Principal) 0.0 $511k 525k 0.97
Chart Inds 6.75DP CNV PFD B (GTLS.PB) 0.0 $498k 9.4k 53.20
Sarepta Therapeutics DBCV 1.500%11/1 (Principal) 0.0 $497k 257k 1.93
Broadcom (AVGO) 0.0 $492k 767.00 641.54
Cisco Systems (CSCO) 0.0 $485k 9.3k 52.28
McDonald's Corporation (MCD) 0.0 $482k 1.7k 279.61
First Tr Exchange-traded Multi Asset Di (MDIV) 0.0 $466k 32k 14.66
Chevron Corporation (CVX) 0.0 $465k 2.9k 163.16
Wisdomtree Note 3.250% 6/1 (Principal) 0.0 $461k 500k 0.92
Union Pacific Corporation (UNP) 0.0 $461k 2.3k 201.26
Abbvie (ABBV) 0.0 $453k 2.8k 159.37
Danaher Corporation (DHR) 0.0 $445k 1.8k 252.04
Mastercard Incorporated Cl A (MA) 0.0 $443k 1.2k 363.41
Abbott Laboratories (ABT) 0.0 $436k 4.3k 101.26
Ishares Tr 1 3 Yr Treas Bd (SHY) 0.0 $434k 5.3k 82.16
Home Depot (HD) 0.0 $425k 1.4k 295.12
Etsy Note 0.125%10/0 (Principal) 0.0 $416k 291k 1.43
Ishares Tr Core Us Aggbd Et (AGG) 0.0 $412k 4.1k 99.64
Fti Consulting Note 2.000% 8/1 (Principal) 0.0 $409k 210k 1.95
Mercadolibre Note 2.000% 8/1 (Principal) 0.0 $407k 135k 3.02
Amgen (AMGN) 0.0 $406k 1.7k 241.75
Thermo Fisher Scientific (TMO) 0.0 $405k 703.00 576.37
Oracle Corporation (ORCL) 0.0 $402k 4.3k 92.92
Viavi Solutions Note 1.000% 3/0 (Principal) 0.0 $390k 385k 1.01
Intercontinental Exchange (ICE) 0.0 $377k 3.6k 104.29
salesforce (CRM) 0.0 $372k 1.9k 199.78
Live Nation Entertainment In Note 2.000% 2/1 (Principal) 0.0 $370k 380k 0.97
Verizon Communications (VZ) 0.0 $361k 9.3k 38.89
Schlumberger Com Stk (SLB) 0.0 $357k 7.3k 49.10
Wolfspeed Note 1.750% 5/0 (Principal) 0.0 $346k 232k 1.49
Boeing Company (BA) 0.0 $341k 1.6k 212.43
Walt Disney Company (DIS) 0.0 $336k 3.4k 100.13
Applied Materials (AMAT) 0.0 $329k 2.7k 122.83
Comcast Corp Cl A (CMCSA) 0.0 $329k 8.7k 37.91
Liberty Media Corp Del Com Ser C Frmla 0.0 $316k 4.2k 74.83
Dexcom Note 0.750%12/0 (Principal) 0.0 $314k 111k 2.83
Wells Fargo & Company (WFC) 0.0 $312k 8.3k 37.38
O'reilly Automotive (ORLY) 0.0 $310k 365.00 848.99
Eaton Corp SHS (ETN) 0.0 $308k 1.8k 171.34
Caterpillar (CAT) 0.0 $286k 1.3k 228.84
Honeywell International (HON) 0.0 $284k 1.5k 191.12
Adobe Systems Incorporated (ADBE) 0.0 $279k 723.00 385.37
Nextera Energy Unit 09/01/2023 0.0 $274k 5.6k 48.62
Accenture Plc Ireland Shs Class A (ACN) 0.0 $272k 953.00 285.81
Wal-Mart Stores (WMT) 0.0 $269k 1.8k 147.45
D.R. Horton (DHI) 0.0 $268k 2.7k 97.69
Nike CL B (NKE) 0.0 $267k 2.2k 122.64
Lockheed Martin Corporation (LMT) 0.0 $260k 550.00 472.73
Tempur-Pedic International (TPX) 0.0 $257k 6.5k 39.49
Valero Energy Corporation (VLO) 0.0 $253k 1.8k 139.60
Kkr & Co (KKR) 0.0 $243k 4.6k 52.52
Deere & Company (DE) 0.0 $241k 584.00 412.88
Intel Corporation (INTC) 0.0 $241k 7.4k 32.67
PerkinElmer (RVTY) 0.0 $237k 1.8k 133.26
Bristol Myers Squibb (BMY) 0.0 $223k 3.2k 69.31
Parker-Hannifin Corporation (PH) 0.0 $222k 661.00 336.11
Medtronic SHS (MDT) 0.0 $217k 2.7k 80.62
Gilead Sciences (GILD) 0.0 $210k 2.5k 82.97
Servicenow (NOW) 0.0 $205k 442.00 464.72
Lowe's Companies (LOW) 0.0 $204k 1.0k 199.97
United Parcel Service CL B (UPS) 0.0 $204k 1.0k 193.99
Morgan Stanley Com New (MS) 0.0 $202k 2.3k 87.80
Transocean Reg Shs (RIG) 0.0 $113k 18k 6.36
Nice Note 9/1 (Principal) 0.0 $34k 35k 0.96