SSI Investment Management

Ssi Investment Management as of June 30, 2023

Portfolio Holdings for Ssi Investment Management

Ssi Investment Management holds 248 positions in its portfolio as reported in the June 2023 quarterly 13F filing

Company (Ticker) Portfolio Weight Valued At Change in Shares Share Count Share Price
Ishares Tr Core S&p500 Etf (IVV) 6.1 $87M 194k 445.71
Southwest Airls Note 1.250% 5/0 (Principal) 2.9 $41M 36M 1.15
Booking Holdings Note 0.750% 5/0 (Principal) 2.5 $35M 23M 1.50
Pioneer Nat Res Note 0.250% 5/1 (Principal) 2.4 $35M 16M 2.20
Dexcom Note 0.250%11/1 (Principal) 2.4 $34M 32M 1.07
Palo Alto Networks Note 0.375% 6/0 (Principal) 2.3 $33M 13M 2.57
Wells Fargo Perp Pfd Cnv A (WFC.PL) 1.8 $26M 23k 1152.50
Snap Note 0.125% 3/0 (Principal) 1.6 $23M 32M 0.71
Ishares Tr 7-10 Yr Trsy Bd (IEF) 1.5 $21M 216k 96.60
Splunk Note 1.125% 9/1 (Principal) 1.4 $20M 20M 1.00
Vanguard Star Fds Vg Tl Intl Stk F (VXUS) 1.4 $20M 355k 56.08
Nextera Energy Unit 09/01/2025 1.4 $20M 439k 45.00
Ford Mtr Co Del Note 3/1 (Principal) 1.3 $19M 17M 1.10
Shift4 Pmts Note 12/1 (Principal) 1.2 $17M 16M 1.09
Cloudflare Note 8/1 (Principal) 1.2 $17M 20M 0.85
Uber Technologies Note 12/1 (Principal) 1.1 $16M 17M 0.91
Microchip Technology Note 0.125%11/1 (Principal) 1.1 $15M 13M 1.13
Conmed Corp Note 2.250% 6/1 (Principal) 1.0 $15M 13M 1.12
Expedia Group Note 2/1 (Principal) 1.0 $15M 17M 0.87
Spdr Ser Tr Bloomberg 1-3 Mo (BIL) 1.0 $14M 149k 91.82
Western Digital Corp. Note 1.500% 2/0 (Principal) 1.0 $14M 14M 0.97
Zillow Group Note 2.750% 5/1 (Principal) 0.9 $14M 13M 1.05
American Airlines Group Note 6.500% 7/0 (Principal) 0.9 $13M 10M 1.28
Kkr & Co 6% Mconv Pfd C 0.9 $13M 199k 66.03
Cyberark Software Note 11/1 (Principal) 0.9 $13M 12M 1.13
Illumina Note 8/1 (Principal) 0.9 $13M 13M 0.99
Eqt Corp Note 1.750% 5/0 (Principal) 0.9 $12M 4.3M 2.81
Mongodb Note 0.250% 1/1 (Principal) 0.8 $12M 6.1M 1.99
Ares Capital Corp Note 4.625% 3/0 (Principal) 0.8 $12M 12M 1.00
Cable One Note 1.125% 3/1 (Principal) 0.8 $12M 15M 0.75
Wayfair Note 1.000% 8/1 (Principal) 0.8 $11M 14M 0.82
Insulet Corp Note 0.375% 9/0 (Principal) 0.8 $11M 7.9M 1.37
Burlington Stores Note 2.250% 4/1 (Principal) 0.8 $11M 11M 1.03
Bill Holdings Note 12/0 (Principal) 0.7 $11M 10M 1.05
Ishares Tr Fltg Rate Nt Etf (FLOT) 0.7 $10M 204k 50.82
Jazz Investments I Note 2.000% 6/1 (Principal) 0.7 $10M 10M 1.02
Air Trans Svcs Group Note 1.125%10/1 (Principal) 0.7 $10M 11M 0.94
Workiva Note 1.125% 8/1 (Principal) 0.7 $10M 7.2M 1.40
Datadog Note 0.125% 6/1 (Principal) 0.7 $10M 8.2M 1.24
Insmed Note 0.750% 6/0 (Principal) 0.7 $10M 12M 0.84
Pg&e Corp Unit 08/16/2023 0.7 $10M 67k 149.77
Pennymac Corp Note 5.500%11/0 (Principal) 0.7 $10M 11M 0.94
Array Technologies Note 1.000%12/0 (Principal) 0.7 $9.8M 8.6M 1.14
Summit Hotel Pptys Note 1.500% 2/1 (Principal) 0.7 $9.7M 11M 0.85
Lendingtree Note 0.500% 7/1 (Principal) 0.7 $9.7M 13M 0.77
Bank America Corp 7.25%CNV PFD L (BAC.PL) 0.7 $9.6M 8.2k 1171.82
Haemonetics Corp Mass Note 3/0 (Principal) 0.7 $9.5M 11M 0.85
Transocean Deb 4.000%12/1 (Principal) 0.7 $9.5M 5.9M 1.60
Lyft Note 1.500% 5/1 (Principal) 0.7 $9.5M 11M 0.90
Chart Inds 6.75DP CNV PFD B (GTLS.PB) 0.7 $9.3M 143k 64.89
Biomarin Pharmaceutical Note 0.599% 8/0 (Principal) 0.6 $9.2M 9.4M 0.98
Perficient Note 0.125%11/1 (Principal) 0.6 $9.2M 11M 0.82
Hubspot Note 0.375% 6/0 (Principal) 0.6 $9.0M 4.7M 1.91
Alphatec Hldgs Note 0.750% 8/0 (Principal) 0.6 $9.0M 7.8M 1.16
Bentley Sys Note 0.125% 1/1 (Principal) 0.6 $8.9M 8.6M 1.03
Helix Energy Solutions Grp I Note 6.750% 2/1 (Principal) 0.6 $8.9M 6.7M 1.32
John Bean Technologies Corp Note 0.250% 5/1 (Principal) 0.6 $8.8M 9.3M 0.95
Zscaler Note 0.125% 7/0 (Principal) 0.6 $8.8M 7.6M 1.17
Cheesecake Factory Note 0.375% 6/1 (Principal) 0.6 $8.7M 10M 0.84
Jetblue Airways Corp Note 0.500% 4/0 (Principal) 0.6 $8.7M 11M 0.82
Ncl Corp Note 1.125% 2/1 (Principal) 0.6 $8.6M 9.3M 0.92
Parsons Corp Del Note 0.250% 8/1 (Principal) 0.6 $8.5M 7.4M 1.14
Pebblebrook Hotel Tr Note 1.750%12/1 (Principal) 0.6 $8.5M 10M 0.84
Tyler Tex Indpt Sch Dist Note 0.250% 3/1 (Principal) 0.6 $8.5M 8.2M 1.03
Ishares Tr Iboxx Inv Cp Etf (LQD) 0.6 $8.4M 78k 108.14
Digitalocean Hldgs Note 12/0 (Principal) 0.6 $8.3M 11M 0.78
Revance Therapeutics Note 1.750% 2/1 (Principal) 0.6 $8.2M 7.8M 1.05
Euronet Worldwide Note 0.750% 3/1 (Principal) 0.6 $8.1M 8.4M 0.97
Exact Sciences Corp Note 0.375% 3/0 (Principal) 0.6 $8.1M 7.9M 1.02
Sea Note 2.375%12/0 (Principal) 0.6 $7.9M 7.8M 1.01
Dropbox Note 3/0 (Principal) 0.6 $7.9M 8.2M 0.96
Mercadolibre Note 2.000% 8/1 (Principal) 0.5 $7.5M 2.7M 2.73
Impinj Note 1.125% 5/1 (Principal) 0.5 $7.4M 6.8M 1.08
KBR Note 2.500%11/0 (Principal) 0.5 $7.3M 2.9M 2.56
Pagerduty Note 1.250% 7/0 (Principal) 0.5 $7.3M 7.7M 0.95
Affirm Hldgs Note 11/1 (Principal) 0.5 $7.2M 9.8M 0.74
Akamai Technologies Note 0.125% 5/0 (Principal) 0.5 $7.2M 6.7M 1.07
Etsy Note 0.125% 9/0 (Principal) 0.5 $7.1M 8.6M 0.83
Evolent Health Note 1.500%10/1 (Principal) 0.5 $7.1M 6.2M 1.14
Confluent Note 1/1 (Principal) 0.5 $7.1M 8.5M 0.83
Ati Note 3.500% 6/1 (Principal) 0.5 $7.0M 2.4M 2.90
Patrick Inds Note 1.750%12/0 (Principal) 0.5 $6.9M 7.1M 0.97
First Tr Exchange-traded Fst Low Oppt Eft (LMBS) 0.5 $6.8M 143k 47.67
Box Note 1/1 (Principal) 0.5 $6.7M 5.4M 1.24
Microstrategy Note 0.750%12/1 (Principal) 0.4 $6.3M 5.8M 1.08
Draftkings Note 3/1 (Principal) 0.4 $6.3M 8.4M 0.75
Apollo Coml Real Estate Fin Note 5.375%10/1 (Principal) 0.4 $6.2M 6.3M 0.99
Mfa Finl Note 6.250% 6/1 (Principal) 0.4 $6.2M 6.3M 0.99
Itron Note 3/1 (Principal) 0.4 $6.0M 6.8M 0.89
Liberty Media Corp Del Note 1.375%10/1 (Principal) 0.4 $6.0M 5.2M 1.16
Stride Note 1.125% 9/0 (Principal) 0.4 $5.8M 6.1M 0.96
Macom Tech Solutions Hldgs I Note 0.250% 3/1 (Principal) 0.4 $5.7M 5.6M 1.01
H World Group Note 3.000% 5/0 (Principal) 0.4 $5.6M 5.0M 1.13
Topgolf Callaway Brands Corp Note 2.750% 5/0 (Principal) 0.4 $5.6M 4.3M 1.29
Imax Corp Note 0.500% 4/0 (Principal) 0.4 $5.5M 6.1M 0.91
American Elec Pwr Unit 08/15/2023 0.4 $5.3M 108k 49.44
Halozyme Therapeutics Note 0.250% 3/0 (Principal) 0.4 $5.2M 6.3M 0.83
Spdr Ser Tr Bbg Conv Sec Etf (CWB) 0.4 $5.2M 75k 69.95
Natera Note 2.250% 5/0 (Principal) 0.4 $5.2M 3.6M 1.44
Marriott Vacations Worldwide Note 1/1 (Principal) 0.3 $4.7M 5.1M 0.93
Ascendis Pharma A/s Note 2.250% 4/0 (Principal) 0.3 $4.5M 5.0M 0.91
Airbnb Note 3/1 (Principal) 0.3 $4.5M 5.2M 0.87
Zillow Group Note 1.375% 9/0 (Principal) 0.3 $4.4M 3.5M 1.26
Solaredge Technologies Note 9/1 (Principal) 0.3 $4.4M 3.7M 1.19
Ishares Core Msci Emkt (IEMG) 0.3 $4.3M 87k 49.29
Verint Systems Note 0.250% 4/1 (Principal) 0.3 $4.1M 4.6M 0.88
Microsoft Corporation (MSFT) 0.3 $4.0M 12k 340.54
Aes Corp Unit 02/15/2024 0.3 $4.0M 49k 81.28
Two Harbors Inventment Corpo Note 6.250% 1/1 (Principal) 0.3 $4.0M 4.5M 0.88
Lumentum Hldgs Note 0.500%12/1 (Principal) 0.3 $3.9M 4.4M 0.88
Wisdomtree Tr Japn Hedge Eqt (DXJ) 0.3 $3.8M 46k 83.25
Ncl Corp Note 5.375% 8/0 (Principal) 0.3 $3.8M 2.8M 1.37
Alteryx Note 1.000% 8/0 (Principal) 0.3 $3.7M 4.5M 0.83
Granite Pt Mtg Tr Note 6.375%10/0 (Principal) 0.3 $3.7M 3.8M 0.97
Redwood Trust Note 5.625% 7/1 (Principal) 0.2 $3.4M 3.5M 0.95
Prospect Cap Corp Note 6.375% 3/0 (Principal) 0.2 $3.4M 3.4M 0.98
Ready Capital Corp 7% CN SR NT 2023 0.2 $3.3M 133k 24.95
Upwork Note 0.250% 8/1 (Principal) 0.2 $3.2M 4.0M 0.81
Ringcentral Note 3/0 (Principal) 0.2 $3.2M 3.5M 0.92
Envista Holdings Corporation Note 2.375% 6/0 (Principal) 0.2 $3.2M 1.9M 1.68
Greenbrier Cos Note 2.875% 4/1 (Principal) 0.2 $3.2M 3.3M 0.98
Apple (AAPL) 0.2 $3.1M 16k 193.97
Neurocrine Biosciences Note 2.250% 5/1 (Principal) 0.2 $3.1M 2.4M 1.27
Magnite Note 0.250% 3/1 (Principal) 0.2 $3.1M 3.7M 0.84
Pdd Holdings Note 12/0 (Principal) 0.2 $2.9M 3.0M 0.97
Herbalife Note 2.625% 3/1 (Principal) 0.2 $2.9M 3.0M 0.97
8X8 Note 0.500% 2/0 (Principal) 0.2 $2.9M 3.1M 0.95
Spirit Airls Note 1.000% 5/1 (Principal) 0.2 $2.9M 3.6M 0.81
Chegg Note 0.125% 3/1 (Principal) 0.2 $2.9M 3.3M 0.88
Spdr Ser Tr S&p Metals Mng (XME) 0.2 $2.9M 56k 50.82
Nisource Unit 12/01/2023 0.2 $2.8M 27k 102.21
Bentley Sys Note 0.375% 7/0 (Principal) 0.2 $2.8M 3.1M 0.90
Ishares Tr Rus 2000 Val Etf (IWN) 0.2 $2.7M 20k 140.80
Upstart Hldgs Note 0.250% 8/1 (Principal) 0.2 $2.7M 4.0M 0.68
New Mtn Fin Corp Note 5.750% 8/1 (Principal) 0.2 $2.7M 2.8M 0.99
New York Cmnty Cap Tr V Unit 05/07/2051 (FLG.PU) 0.2 $2.6M 65k 40.41
Snap Note 5/0 (Principal) 0.2 $2.6M 3.5M 0.74
I3 Verticals Note 1.000% 2/1 (Principal) 0.2 $2.5M 2.8M 0.91
Hannon Armstrong Sust Infr C Note 8/1 (Principal) 0.2 $2.5M 2.5M 0.99
Akamai Technologies Note 0.375% 9/0 (Principal) 0.2 $2.3M 2.4M 0.97
RWT HLDGS Note 5.750%10/0 (Principal) 0.2 $2.2M 2.5M 0.86
Q2 HLDGS Note 0.750% 6/0 (Principal) 0.2 $2.2M 2.5M 0.86
Jazz Investments I Note 1.500% 8/1 (Principal) 0.2 $2.1M 2.3M 0.95
Nrg Energy DBCV 2.750% 6/0 (Principal) 0.1 $2.1M 2.0M 1.06
Splunk Note 0.500% 9/1 (Principal) 0.1 $2.1M 2.1M 0.99
Envestnet Note 0.750% 8/1 (Principal) 0.1 $2.1M 2.2M 0.92
Sunnova Energy Intl Note 0.250%12/0 (Principal) 0.1 $2.0M 2.5M 0.78
Alphabet Cap Stk Cl A (GOOGL) 0.1 $1.9M 16k 119.70
Ceridian Hcm Hldg Note 0.250% 3/1 (Principal) 0.1 $1.9M 2.1M 0.88
Cerence Note 3.000% 6/0 (Principal) 0.1 $1.9M 1.7M 1.07
Sabre Glbl Note 4.000% 4/1 (Principal) 0.1 $1.8M 2.3M 0.78
Pennymac Corp Note 5.500% 3/1 (Principal) 0.1 $1.8M 2.0M 0.89
Kaman Corp Note 3.250% 5/0 (Principal) 0.1 $1.7M 1.8M 0.96
Mitek Sys Note 0.750% 2/0 (Principal) 0.1 $1.7M 2.0M 0.87
Amazon (AMZN) 0.1 $1.7M 13k 130.36
Encore Cap Europe Fin Note 4.500% 9/0 (Principal) 0.1 $1.7M 1.5M 1.10
Innoviva Note 2.500% 8/1 (Principal) 0.1 $1.5M 1.5M 0.99
Jamf Hldg Corp Note 0.125% 9/0 (Principal) 0.1 $1.5M 1.8M 0.86
Five9 Note 0.500% 6/0 (Principal) 0.1 $1.5M 1.5M 0.96
NVIDIA Corporation (NVDA) 0.1 $1.5M 3.5k 423.02
Proshares Tr Shrt 20+yr Tre (TBF) 0.1 $1.4M 65k 21.69
Progress Software Corp Note 1.000% 4/1 (Principal) 0.1 $1.4M 1.3M 1.09
Mesa Labs Note 1.375% 8/1 (Principal) 0.1 $1.3M 1.5M 0.89
Kimberly-Clark Corporation (KMB) 0.1 $1.2M 8.7k 138.06
Select Sector Spdr Tr Sbi Int-utils (XLU) 0.1 $1.2M 18k 65.44
On Semiconductor Corp Note 5/0 (Principal) 0.1 $1.2M 631k 1.84
Meta Platforms Cl A (META) 0.1 $1.1M 3.9k 286.98
Block Note 0.125% 3/0 (Principal) 0.1 $1.0M 1.1M 0.94
Redwood Trust Note 4.750% 8/1 (Principal) 0.1 $989k 1.0M 0.99
Berkshire Hathaway Inc Del Cl B New (BRK.B) 0.1 $942k 2.8k 341.00
Coherus Biosciences Note 1.500% 4/1 (Principal) 0.1 $919k 1.5M 0.61
Splunk Note 1.125% 6/1 (Principal) 0.1 $914k 1.1M 0.86
Loews Corporation (L) 0.1 $786k 13k 59.38
Procter & Gamble Company (PG) 0.1 $753k 5.0k 151.74
UnitedHealth (UNH) 0.1 $729k 1.5k 480.64
Johnson & Johnson (JNJ) 0.0 $697k 4.2k 165.52
Wolfspeed Note 0.250% 2/1 (Principal) 0.0 $658k 859k 0.77
Snap Note 0.750% 8/0 (Principal) 0.0 $652k 707k 0.92
Ishares Tr Rus 1000 Val Etf (IWD) 0.0 $635k 4.0k 157.83
JPMorgan Chase & Co. (JPM) 0.0 $630k 4.3k 145.44
Innoviva Note 2.125% 3/1 (Principal) 0.0 $602k 735k 0.82
Tesla Motors (TSLA) 0.0 $592k 2.3k 261.77
Ringcentral Note 3/1 (Principal) 0.0 $583k 702k 0.83
Unity Software Note 11/1 (Principal) 0.0 $582k 729k 0.80
Broadcom (AVGO) 0.0 $573k 660.00 867.43
Vail Resorts Note 1/0 (Principal) 0.0 $539k 604k 0.89
Visa Com Cl A (V) 0.0 $538k 2.3k 237.48
Ishares Tr U.s. Real Es Etf (IYR) 0.0 $535k 6.2k 86.54
Costco Wholesale Corporation (COST) 0.0 $507k 941.00 538.38
Pfizer (PFE) 0.0 $506k 14k 36.68
Merck & Co (MRK) 0.0 $503k 4.4k 115.39
Bank of America Corporation (BAC) 0.0 $486k 17k 28.69
Integra Lifesciences Hldgs C Note 0.500% 8/1 (Principal) 0.0 $479k 525k 0.91
Pepsi (PEP) 0.0 $465k 2.5k 185.22
Bloom Energy Corp Note 2.500% 8/1 (Principal) 0.0 $459k 379k 1.21
McDonald's Corporation (MCD) 0.0 $443k 1.5k 298.41
Oracle Corporation (ORCL) 0.0 $440k 3.7k 119.09
Coca-Cola Company (KO) 0.0 $439k 7.3k 60.22
Ionis Pharmaceuticals Note 4/0 (Principal) 0.0 $434k 460k 0.94
Enphase Energy Note 3/0 (Principal) 0.0 $428k 455k 0.94
Cisco Systems (CSCO) 0.0 $425k 8.2k 51.74
Abbott Laboratories (ABT) 0.0 $419k 3.8k 109.02
Union Pacific Corporation (UNP) 0.0 $416k 2.0k 204.62
Carnival Corp Note 5.750%10/0 (Principal) 0.0 $415k 210k 1.97
Live Nation Entertainment In Note 2.000% 2/1 (Principal) 0.0 $403k 380k 1.06
Mastercard Incorporated Cl A (MA) 0.0 $402k 1.0k 393.30
Ishares Tr Core Us Aggbd Et (AGG) 0.0 $397k 4.1k 97.95
Guardant Health Note 11/1 (Principal) 0.0 $395k 552k 0.71
Fti Consulting Note 2.000% 8/1 (Principal) 0.0 $395k 210k 1.88
Chevron Corporation (CVX) 0.0 $376k 2.4k 157.35
Home Depot (HD) 0.0 $366k 1.2k 310.64
Danaher Corporation (DHR) 0.0 $365k 1.5k 240.00
Intercontinental Exchange (ICE) 0.0 $360k 3.2k 113.08
Dexcom Note 0.750%12/0 (Principal) 0.0 $346k 111k 3.12
Etsy Note 0.125%10/0 (Principal) 0.0 $344k 291k 1.18
Applied Materials (AMAT) 0.0 $330k 2.3k 144.54
Amgen (AMGN) 0.0 $329k 1.5k 222.02
salesforce (CRM) 0.0 $327k 1.5k 211.26
Abbvie (ABBV) 0.0 $326k 2.4k 134.73
Eaton Corp SHS (ETN) 0.0 $312k 1.5k 201.10
Comcast Corp Cl A (CMCSA) 0.0 $309k 7.4k 41.55
Thermo Fisher Scientific (TMO) 0.0 $308k 591.00 521.75
Wells Fargo & Company (WFC) 0.0 $303k 7.1k 42.68
Adobe Systems Incorporated (ADBE) 0.0 $301k 616.00 488.99
Schlumberger Com Stk (SLB) 0.0 $298k 6.1k 49.12
D.R. Horton (DHI) 0.0 $294k 2.4k 121.69
Pacira Biosciences Note 0.750% 8/0 (Principal) 0.0 $291k 314k 0.93
Boeing Company (BA) 0.0 $279k 1.3k 211.16
Liberty Media Corp Del Com Ser C Frmla 0.0 $271k 3.6k 75.28
Honeywell International (HON) 0.0 $270k 1.3k 207.50
Accenture Plc Ireland Shs Class A (ACN) 0.0 $256k 831.00 308.58
Walt Disney Company (DIS) 0.0 $256k 2.9k 89.28
Caterpillar (CAT) 0.0 $252k 1.0k 246.05
Nextera Energy Unit 09/01/2023 0.0 $252k 5.2k 48.83
Verizon Communications (VZ) 0.0 $245k 6.6k 37.19
Sarepta Therapeutics DBCV 1.500%11/1 (Principal) 0.0 $238k 141k 1.69
Wal-Mart Stores (WMT) 0.0 $233k 1.5k 157.18
Tempur-Pedic International (SGI) 0.0 $223k 5.6k 40.07
Lockheed Martin Corporation (LMT) 0.0 $223k 484.00 460.38
Parker-Hannifin Corporation (PH) 0.0 $220k 564.00 390.04
Eli Lilly & Co. (LLY) 0.0 $214k 457.00 468.98
Kkr & Co (KKR) 0.0 $213k 3.8k 56.00
Servicenow (NOW) 0.0 $211k 375.00 561.97
Medtronic SHS (MDT) 0.0 $208k 2.4k 88.10
Nike CL B (NKE) 0.0 $205k 1.9k 110.37
Intel Corporation (INTC) 0.0 $203k 6.1k 33.44
Transocean Reg Shs (RIG) 0.0 $102k 15k 7.01
Nice Note 9/1 (Principal) 0.0 $34k 35k 0.97