SSI Investment Management

Ssi Investment Management as of Sept. 30, 2023

Portfolio Holdings for Ssi Investment Management

Ssi Investment Management holds 236 positions in its portfolio as reported in the September 2023 quarterly 13F filing

Company (Ticker) Portfolio Weight Valued At Change in Shares Share Count Share Price
Ishares Tr Core S&p500 Etf (IVV) 6.8 $83M 193k 429.43
Pioneer Nat Res Note 0.250% 5/1 (Principal) 2.8 $34M 14M 2.45
Booking Holdings Note 0.750% 5/0 (Principal) 2.6 $31M 19M 1.67
Southwest Airls Note 1.250% 5/0 (Principal) 2.3 $28M 28M 1.00
Wells Fargo Perp Pfd Cnv A (WFC.PL) 1.9 $23M 21k 1112.50
Palo Alto Networks Note 0.375% 6/0 (Principal) 1.9 $23M 9.9M 2.36
Snap Note 0.125% 3/0 (Principal) 1.7 $21M 30M 0.69
Ishares Tr 7-10 Yr Trsy Bd (IEF) 1.6 $20M 215k 91.59
Vanguard Star Fds Vg Tl Intl Stk F (VXUS) 1.5 $19M 354k 53.52
Uber Technologies Note 12/1 (Principal) 1.5 $18M 19M 0.93
Ford Mtr Co Del Note 3/1 (Principal) 1.4 $17M 18M 0.98
Dexcom Note 0.250%11/1 (Principal) 1.3 $16M 17M 0.94
Royal Caribbean Group Note 6.000% 8/1 (Principal) 1.3 $16M 8.0M 1.97
Apollo Global Mgmt Ser A Mand Cnv (APO.PA) 1.3 $16M 286k 54.80
Western Digital Corp. Note 1.500% 2/0 (Principal) 1.2 $15M 15M 0.98
Shift4 Pmts Note 12/1 (Principal) 1.2 $15M 15M 0.98
Zillow Group Note 2.750% 5/1 (Principal) 1.0 $12M 12M 1.03
Conmed Corp Note 2.250% 6/1 (Principal) 1.0 $12M 13M 0.95
Bank America Corp 7.25%CNV PFD L (BAC.PL) 1.0 $12M 11k 1112.50
Exact Sciences Corp Note 0.375% 3/0 (Principal) 1.0 $12M 14M 0.86
Ares Capital Corp Note 4.625% 3/0 (Principal) 0.9 $11M 11M 1.01
Cable One Note 1.125% 3/1 (Principal) 0.9 $11M 15M 0.74
Helix Energy Solutions Grp I Note 6.750% 2/1 (Principal) 0.9 $11M 6.3M 1.72
Mongodb Note 0.250% 1/1 (Principal) 0.9 $11M 6.3M 1.71
Wayfair Note 1.000% 8/1 (Principal) 0.9 $11M 13M 0.82
Pennymac Corp Note 5.500%11/0 (Principal) 0.9 $11M 11M 0.97
Datadog Note 0.125% 6/1 (Principal) 0.9 $11M 8.9M 1.17
Microchip Technology Note 0.125%11/1 (Principal) 0.8 $10M 9.8M 1.05
Ishares Tr Fltg Rate Nt Etf (FLOT) 0.8 $10M 201k 50.89
Transocean Deb 4.000%12/1 (Principal) 0.8 $10M 5.7M 1.79
Halozyme Therapeutics Note 1.000% 8/1 (Principal) 0.8 $10M 11M 0.93
Upstart Hldgs Note 0.250% 8/1 (Principal) 0.8 $10M 15M 0.66
American Airlines Group Note 6.500% 7/0 (Principal) 0.8 $9.8M 9.2M 1.07
Eqt Corp Note 1.750% 5/0 (Principal) 0.8 $9.8M 3.5M 2.78
Lendingtree Note 0.500% 7/1 (Principal) 0.8 $9.6M 12M 0.79
Bill Holdings Note 12/0 (Principal) 0.8 $9.5M 9.4M 1.00
Dish Network Corporation Note 3.375% 8/1 (Principal) 0.8 $9.4M 16M 0.60
Haemonetics Corp Mass Note 3/0 (Principal) 0.8 $9.4M 11M 0.87
Alphatec Hldgs Note 0.750% 8/0 (Principal) 0.8 $9.4M 9.8M 0.96
Insmed Note 0.750% 6/0 (Principal) 0.8 $9.3M 9.3M 0.99
Summit Hotel Pptys Note 1.500% 2/1 (Principal) 0.7 $9.1M 11M 0.84
Chart Inds 6.75DP CNV PFD B (GTLS.PB) 0.7 $9.0M 135k 66.70
Wayfair Note 3.250% 9/1 (Principal) 0.7 $8.9M 7.4M 1.20
Parsons Corp Del Note 0.250% 8/1 (Principal) 0.7 $8.8M 7.0M 1.27
Nextera Energy Unit 09/01/2025 0.7 $8.6M 229k 37.64
Perficient Note 0.125%11/1 (Principal) 0.7 $8.6M 11M 0.80
Liberty Media Corp Del Note 2.250% 8/1 (Principal) 0.7 $8.5M 8.8M 0.97
Jazz Investments I Note 2.000% 6/1 (Principal) 0.7 $8.5M 8.4M 1.02
Biomarin Pharmaceutical Note 0.599% 8/0 (Principal) 0.7 $8.5M 8.7M 0.97
Pebblebrook Hotel Tr Note 1.750%12/1 (Principal) 0.7 $8.5M 10M 0.83
Affirm Hldgs Note 11/1 (Principal) 0.7 $8.4M 11M 0.75
Cheesecake Factory Note 0.375% 6/1 (Principal) 0.7 $8.3M 10M 0.83
Expedia Group Note 2/1 (Principal) 0.7 $8.1M 9.3M 0.87
Dropbox Note 3/0 (Principal) 0.7 $8.0M 8.5M 0.95
Ishares Tr Iboxx Inv Cp Etf (LQD) 0.6 $7.9M 78k 102.02
John Bean Technologies Corp Note 0.250% 5/1 (Principal) 0.6 $7.9M 8.8M 0.90
Hubspot Note 0.375% 6/0 (Principal) 0.6 $7.8M 4.4M 1.78
Apollo Coml Real Estate Fin Note 5.375%10/1 (Principal) 0.6 $7.7M 7.8M 0.99
Mfa Finl Note 6.250% 6/1 (Principal) 0.6 $7.7M 7.8M 0.99
Spdr Ser Tr Bloomberg 1-3 Mo (BIL) 0.6 $7.7M 83k 91.82
Tyler Tex Indpt Sch Dist Note 0.250% 3/1 (Principal) 0.6 $7.5M 7.8M 0.97
Akamai Technologies Note 0.125% 5/0 (Principal) 0.6 $7.5M 6.3M 1.18
Bentley Sys Note 0.125% 1/1 (Principal) 0.6 $7.4M 7.7M 0.96
Zscaler Note 0.125% 7/0 (Principal) 0.6 $7.3M 6.1M 1.20
Ncl Corp Note 1.125% 2/1 (Principal) 0.6 $7.2M 8.7M 0.83
Itron Note 3/1 (Principal) 0.6 $7.1M 8.3M 0.86
Digitalocean Hldgs Note 12/0 (Principal) 0.6 $7.1M 9.3M 0.76
Dish Network Corporation Note 12/1 (Principal) 0.6 $6.9M 10M 0.67
First Tr Exchange-traded Fst Low Oppt Eft (LMBS) 0.5 $6.6M 140k 47.24
Post Hldgs Note 2.500% 8/1 (Principal) 0.5 $6.5M 6.5M 0.99
Patrick Inds Note 1.750%12/0 (Principal) 0.5 $6.5M 6.8M 0.94
Macom Tech Solutions Hldgs I Note 0.250% 3/1 (Principal) 0.5 $6.3M 5.5M 1.14
Confluent Note 1/1 (Principal) 0.5 $6.2M 7.6M 0.82
Sarepta Therapeutics Note 1.250% 9/1 (Principal) 0.5 $6.1M 5.5M 1.12
Bridgebio Pharma Note 2.250% 2/0 (Principal) 0.5 $6.1M 8.2M 0.74
Euronet Worldwide Note 0.750% 3/1 (Principal) 0.5 $6.1M 6.6M 0.92
Draftkings Note 3/1 (Principal) 0.5 $6.1M 8.0M 0.76
Array Technologies Note 1.000%12/0 (Principal) 0.5 $6.0M 5.3M 1.14
Ati Note 3.500% 6/1 (Principal) 0.5 $6.0M 2.2M 2.69
Stride Note 1.125% 9/0 (Principal) 0.5 $6.0M 5.7M 1.05
KBR Note 2.500%11/0 (Principal) 0.5 $6.0M 2.5M 2.35
Insulet Corp Note 0.375% 9/0 (Principal) 0.5 $5.8M 6.0M 0.98
Dish Network Corporation Note 2.375% 3/1 (Principal) 0.5 $5.8M 6.0M 0.96
Microstrategy Note 0.750%12/1 (Principal) 0.5 $5.7M 5.3M 1.08
Jetblue Airways Corp Note 0.500% 4/0 (Principal) 0.5 $5.5M 7.2M 0.77
Revance Therapeutics Note 1.750% 2/1 (Principal) 0.5 $5.5M 6.9M 0.80
Imax Corp Note 0.500% 4/0 (Principal) 0.4 $5.5M 5.9M 0.93
Cloudflare Note 8/1 (Principal) 0.4 $5.3M 6.3M 0.85
Ncl Corp Note 5.375% 8/0 (Principal) 0.4 $5.1M 4.4M 1.16
Spdr Ser Tr Bbg Conv Sec Etf (CWB) 0.4 $5.0M 74k 67.80
Sunnova Energy Intl Note 2.625% 2/1 (Principal) 0.4 $4.8M 7.9M 0.61
Cyberark Software Note 11/1 (Principal) 0.4 $4.7M 4.1M 1.15
Coinbase Global Note 0.500% 6/0 (Principal) 0.4 $4.7M 6.2M 0.75
Two Harbors Inventment Corpo Note 6.250% 1/1 (Principal) 0.4 $4.6M 5.0M 0.92
Alnylam Pharmaceuticals Note 1.000% 9/1 (Principal) 0.4 $4.5M 4.9M 0.92
First Tr Exchng Traded Fd Vi Cboe Vest Us Eq (BUFR) 0.4 $4.5M 184k 24.49
Natera Note 2.250% 5/0 (Principal) 0.4 $4.5M 3.4M 1.32
Microstrategy Note 2/1 (Principal) 0.3 $4.2M 6.1M 0.70
Spdr Ser Tr S&p Metals Mng (XME) 0.3 $4.2M 80k 52.50
Ishares Core Msci Emkt (IEMG) 0.3 $4.1M 87k 47.59
Ascendis Pharma A/s Note 2.250% 4/0 (Principal) 0.3 $4.1M 4.5M 0.91
Airbnb Note 3/1 (Principal) 0.3 $4.1M 4.6M 0.88
Livent Corp Note 4.125% 7/1 (Principal) 0.3 $4.0M 1.9M 2.17
Wisdomtree Tr Japn Hedge Eqt (DXJ) 0.3 $4.0M 46k 88.25
Zillow Group Note 1.375% 9/0 (Principal) 0.3 $4.0M 3.3M 1.19
Halozyme Therapeutics Note 0.250% 3/0 (Principal) 0.3 $3.9M 4.6M 0.84
Nutanix Note 0.250%10/0 (Principal) 0.3 $3.9M 4.3M 0.89
Impinj Note 1.125% 5/1 (Principal) 0.3 $3.8M 4.4M 0.87
Akamai Technologies Note 0.375% 9/0 (Principal) 0.3 $3.8M 3.7M 1.04
Microsoft Corporation (MSFT) 0.3 $3.7M 12k 315.75
Ceridian Hcm Hldg Note 0.250% 3/1 (Principal) 0.3 $3.6M 4.1M 0.88
Lyft Note 1.500% 5/1 (Principal) 0.3 $3.5M 3.8M 0.92
Redwood Trust Note 5.625% 7/1 (Principal) 0.3 $3.5M 3.5M 0.98
Neurocrine Biosciences Note 2.250% 5/1 (Principal) 0.3 $3.4M 2.3M 1.48
Lumentum Hldgs Note 0.500%12/1 (Principal) 0.3 $3.4M 4.0M 0.84
Prospect Cap Corp Note 6.375% 3/0 (Principal) 0.3 $3.4M 3.4M 0.99
Upwork Note 0.250% 8/1 (Principal) 0.3 $3.3M 4.0M 0.82
Cytokinetics Note 3.500% 7/0 (Principal) 0.2 $3.0M 3.5M 0.85
Pdd Holdings Note 12/0 (Principal) 0.2 $3.0M 3.0M 0.99
Spirit Airls Note 1.000% 5/1 (Principal) 0.2 $3.0M 3.6M 0.83
Herbalife Note 2.625% 3/1 (Principal) 0.2 $2.9M 3.0M 0.98
Chegg Note 0.125% 3/1 (Principal) 0.2 $2.9M 3.3M 0.90
Greenbrier Cos Note 2.875% 4/1 (Principal) 0.2 $2.9M 3.1M 0.94
8X8 Note 0.500% 2/0 (Principal) 0.2 $2.9M 3.1M 0.95
Aes Corp Unit 02/15/2024 0.2 $2.8M 46k 61.03
RWT HLDGS Note 5.750%10/0 (Principal) 0.2 $2.8M 3.0M 0.93
Apple (AAPL) 0.2 $2.7M 16k 171.21
Rbc Bearings 5% Cnv Pfd Sr A (RBCP) 0.2 $2.7M 24k 110.27
Ishares Tr Rus 2000 Val Etf (IWN) 0.2 $2.6M 19k 135.55
Snap Note 5/0 (Principal) 0.2 $2.6M 3.5M 0.74
I3 Verticals Note 1.000% 2/1 (Principal) 0.2 $2.6M 2.8M 0.93
Verint Systems Note 0.250% 4/1 (Principal) 0.2 $2.4M 2.9M 0.85
New York Cmnty Cap Tr V Unit 05/07/2051 (FLG.PU) 0.2 $2.4M 65k 36.51
Bentley Sys Note 0.375% 7/0 (Principal) 0.2 $2.2M 2.6M 0.86
Jazz Investments I Note 1.500% 8/1 (Principal) 0.2 $2.2M 2.3M 0.96
Pennymac Corp Note 5.500% 3/1 (Principal) 0.2 $2.2M 2.4M 0.90
Nrg Energy DBCV 2.750% 6/0 (Principal) 0.2 $2.1M 2.0M 1.06
Envestnet Note 0.750% 8/1 (Principal) 0.2 $2.1M 2.2M 0.92
Alphabet Cap Stk Cl A (GOOGL) 0.2 $2.0M 16k 130.86
Sunnova Energy Intl Note 0.250%12/0 (Principal) 0.2 $1.9M 3.0M 0.64
Block Note 0.125% 3/0 (Principal) 0.2 $1.9M 2.1M 0.93
Ziff Davis Note 1.750%11/0 (Principal) 0.2 $1.8M 2.0M 0.92
Kaman Corp Note 3.250% 5/0 (Principal) 0.1 $1.8M 1.8M 0.97
Mitek Sys Note 0.750% 2/0 (Principal) 0.1 $1.7M 2.0M 0.87
Proshares Tr Shrt 20+yr Tre (TBF) 0.1 $1.6M 65k 25.15
Amazon (AMZN) 0.1 $1.6M 13k 127.12
Realogy Grp Llc/realogy Note 0.250% 6/1 (Principal) 0.1 $1.5M 2.0M 0.76
Innoviva Note 2.500% 8/1 (Principal) 0.1 $1.5M 1.5M 0.99
NVIDIA Corporation (NVDA) 0.1 $1.5M 3.4k 434.99
Jamf Hldg Corp Note 0.125% 9/0 (Principal) 0.1 $1.5M 1.8M 0.84
Mesa Labs Note 1.375% 8/1 (Principal) 0.1 $1.3M 1.5M 0.90
Select Sector Spdr Tr Sbi Int-utils (XLU) 0.1 $1.2M 21k 58.93
Meta Platforms Cl A (META) 0.1 $1.1M 3.8k 300.21
Coherus Biosciences Note 1.500% 4/1 (Principal) 0.1 $1.1M 1.8M 0.61
Kimberly-Clark Corporation (KMB) 0.1 $1.0M 8.7k 120.85
Berkshire Hathaway Inc Del Cl B New (BRK.B) 0.1 $959k 2.7k 350.30
On Semiconductor Corp Note 5/0 (Principal) 0.1 $940k 522k 1.80
Middleby Corp Note 1.000% 9/0 (Principal) 0.1 $897k 801k 1.12
Q2 HLDGS Note 0.750% 6/0 (Principal) 0.1 $872k 1.0M 0.87
Loews Corporation (L) 0.1 $838k 13k 63.31
UnitedHealth (UNH) 0.1 $757k 1.5k 504.19
Block Note 0.250%11/0 (Principal) 0.1 $751k 1.0M 0.75
Procter & Gamble Company (PG) 0.1 $718k 4.9k 145.86
Innoviva Note 2.125% 3/1 (Principal) 0.1 $677k 825k 0.82
Johnson & Johnson (JNJ) 0.1 $649k 4.2k 155.75
JPMorgan Chase & Co. (JPM) 0.1 $621k 4.3k 145.02
Ishares Tr Rus 1000 Val Etf (IWD) 0.0 $610k 4.0k 151.82
Snap Note 0.750% 8/0 (Principal) 0.0 $596k 680k 0.88
Ringcentral Note 3/1 (Principal) 0.0 $591k 702k 0.84
Wolfspeed Note 0.250% 2/1 (Principal) 0.0 $579k 859k 0.67
Unity Software Note 11/1 (Principal) 0.0 $577k 729k 0.79
Tesla Motors (TSLA) 0.0 $559k 2.2k 250.22
Broadcom (AVGO) 0.0 $544k 655.00 830.58
Costco Wholesale Corporation (COST) 0.0 $526k 931.00 564.96
Visa Com Cl A (V) 0.0 $515k 2.2k 230.01
Vail Resorts Note 1/0 (Principal) 0.0 $514k 584k 0.88
Five9 Note 0.500% 6/0 (Principal) 0.0 $485k 520k 0.93
Integra Lifesciences Hldgs C Note 0.500% 8/1 (Principal) 0.0 $479k 525k 0.91
Ishares Tr U.s. Real Es Etf (IYR) 0.0 $477k 6.1k 78.14
Bank of America Corporation (BAC) 0.0 $460k 17k 27.38
Pfizer (PFE) 0.0 $454k 14k 33.17
Ionis Pharmaceuticals Note 4/0 (Principal) 0.0 $449k 460k 0.98
Merck & Co (MRK) 0.0 $444k 4.3k 102.95
Cisco Systems (CSCO) 0.0 $437k 8.1k 53.76
Burlington Stores Note 2.250% 4/1 (Principal) 0.0 $434k 448k 0.97
Pepsi (PEP) 0.0 $421k 2.5k 169.44
Bloom Energy Corp Note 2.500% 8/1 (Principal) 0.0 $411k 379k 1.09
Union Pacific Corporation (UNP) 0.0 $410k 2.0k 203.63
Coca-Cola Company (KO) 0.0 $404k 7.2k 55.98
Rapid7 Note 0.250% 3/1 (Principal) 0.0 $402k 472k 0.85
Eli Lilly & Co. (LLY) 0.0 $401k 746.00 537.13
Mastercard Incorporated Cl A (MA) 0.0 $401k 1.0k 395.91
Chevron Corporation (CVX) 0.0 $398k 2.4k 168.62
Amgen (AMGN) 0.0 $393k 1.5k 268.76
Oracle Corporation (ORCL) 0.0 $388k 3.7k 105.92
Live Nation Entertainment In Note 2.000% 2/1 (Principal) 0.0 $387k 380k 1.02
McDonald's Corporation (MCD) 0.0 $387k 1.5k 263.44
Ishares Tr Core Us Aggbd Et (AGG) 0.0 $381k 4.1k 94.04
Guardant Health Note 11/1 (Principal) 0.0 $380k 552k 0.69
Enphase Energy Note 3/0 (Principal) 0.0 $377k 455k 0.83
Danaher Corporation (DHR) 0.0 $374k 1.5k 248.10
Abbott Laboratories (ABT) 0.0 $369k 3.8k 96.85
Abbvie (ABBV) 0.0 $356k 2.4k 149.06
Home Depot (HD) 0.0 $352k 1.2k 302.16
Schlumberger Com Stk (SLB) 0.0 $349k 6.0k 58.30
Intercontinental Exchange (ICE) 0.0 $347k 3.2k 110.02
Envista Holdings Corporation Note 2.375% 6/0 (Principal) 0.0 $332k 239k 1.39
Eaton Corp SHS (ETN) 0.0 $327k 1.5k 213.28
Comcast Corp Cl A (CMCSA) 0.0 $326k 7.4k 44.34
Cnx Res Corp Note 2.250% 5/0 (Principal) 0.0 $318k 176k 1.81
Carnival Corp Note 5.750%10/0 (Principal) 0.0 $314k 210k 1.49
Applied Materials (AMAT) 0.0 $313k 2.3k 138.45
Adobe Systems Incorporated (ADBE) 0.0 $312k 611.00 509.90
salesforce (CRM) 0.0 $311k 1.5k 202.78
Etsy Note 0.125%10/0 (Principal) 0.0 $295k 291k 1.01
Thermo Fisher Scientific (TMO) 0.0 $294k 581.00 506.17
Etsy Note 0.125% 9/0 (Principal) 0.0 $290k 363k 0.80
Wells Fargo & Company (WFC) 0.0 $283k 6.9k 40.86
Caterpillar (CAT) 0.0 $276k 1.0k 273.00
Pacira Biosciences Note 0.750% 8/0 (Principal) 0.0 $270k 300k 0.90
D.R. Horton (DHI) 0.0 $257k 2.4k 107.47
Accenture Plc Ireland Shs Class A (ACN) 0.0 $252k 821.00 307.11
Boeing Company (BA) 0.0 $250k 1.3k 191.68
Tempur-Pedic International (SGI) 0.0 $239k 5.5k 43.34
Honeywell International (HON) 0.0 $239k 1.3k 184.74
Wal-Mart Stores (WMT) 0.0 $233k 1.5k 159.93
Kkr & Co (KKR) 0.0 $232k 3.8k 61.60
Peabody Engr Corp Note 3.250% 3/0 (Principal) 0.0 $231k 153k 1.51
Liberty Media Corp Del Com Lbty One S C (FWONK) 0.0 $222k 3.6k 62.30
Walt Disney Company (DIS) 0.0 $220k 2.7k 81.05
Parker-Hannifin Corporation (PH) 0.0 $216k 554.00 389.52
Valero Energy Corporation (VLO) 0.0 $212k 1.5k 141.71
Servicenow (NOW) 0.0 $207k 370.00 558.96
Transocean Reg Shs (RIG) 0.0 $118k 14k 8.21
Nice Note 9/1 (Principal) 0.0 $32k 35k 0.90
Mercadolibre Note 2.000% 8/1 (Principal) 0.0 $29k 10k 2.91