SSI Investment Management

Ssi Investment Management as of March 31, 2024

Portfolio Holdings for Ssi Investment Management

Ssi Investment Management holds 252 positions in its portfolio as reported in the March 2024 quarterly 13F filing

Company (Ticker) Portfolio Weight Valued At Change in Shares Share Count Share Price
Ishares Tr Core S&p500 Etf (IVV) 7.0 $93M 176k 525.73
Booking Holdings Note 0.750% 5/0 (Principal) 2.7 $35M 18M 1.93
Ford Mtr Co Del Note 3/1 (Principal) 2.3 $30M 29M 1.03
Wells Fargo Perp Pfd Cnv A (WFC.PL) 1.9 $25M 21k 1208.50
Pioneer Nat Res Note 0.250% 5/1 (Principal) 1.8 $23M 8.1M 2.86
Bank America Corp 7.25%CNV PFD L (BAC.PL) 1.6 $21M 17k 1193.87
Apollo Global Mgmt Ser A Mand Cnv (APO.PA) 1.6 $21M 321k 64.09
Microstrategy Note 2/1 (Principal) 1.5 $20M 14M 1.36
Wayfair Note 1.000% 8/1 (Principal) 1.4 $18M 20M 0.92
Palo Alto Networks Note 0.375% 6/0 (Principal) 1.4 $18M 6.3M 2.85
Vanguard Star Fds Vg Tl Intl Stk F (VXUS) 1.3 $17M 287k 60.30
Zillow Group Note 2.750% 5/1 (Principal) 1.3 $17M 16M 1.06
Akamai Technologies Note 0.125% 5/0 (Principal) 1.3 $17M 15M 1.18
Dexcom Note 0.250%11/1 (Principal) 1.3 $17M 15M 1.10
Uber Technologies Note 12/1 (Principal) 1.3 $17M 15M 1.12
Ishares Tr Iboxx Inv Cp Etf (LQD) 1.2 $16M 150k 108.92
Royal Caribbean Group Note 6.000% 8/1 (Principal) 1.2 $16M 5.7M 2.84
Nextera Energy Unit 09/01/2025 (NEE.PR) 1.2 $16M 412k 39.46
On Semiconductor Corp Note 0.500% 3/0 (Principal) 1.2 $16M 16M 0.98
Integer Hldgs Corp Note 2.125% 2/1 (Principal) 1.1 $15M 10M 1.44
Southwest Airls Note 1.250% 5/0 (Principal) 1.1 $15M 15M 1.01
Datadog Note 0.125% 6/1 (Principal) 1.1 $15M 10M 1.41
Mongodb Note 0.250% 1/1 (Principal) 1.0 $14M 7.8M 1.75
Shift4 Pmts Note 0.500% 8/0 (Principal) 1.0 $13M 15M 0.93
Snap Note 0.125% 3/0 (Principal) 1.0 $13M 17M 0.76
Ishares Tr 7-10 Yr Trsy Bd (IEF) 1.0 $13M 134k 94.66
Southern Note 3.875%12/1 (Principal) 1.0 $13M 13M 0.99
Affirm Hldgs Note 11/1 (Principal) 0.9 $12M 14M 0.83
Exact Sciences Corp Note 0.375% 3/0 (Principal) 0.9 $11M 12M 0.92
Ncl Corp Note 1.125% 2/1 (Principal) 0.8 $11M 12M 0.94
Chart Inds 6.75DP CNV PFD B (GTLS.PB) 0.8 $11M 171k 64.55
Cyberark Software Note 11/1 (Principal) 0.8 $11M 6.4M 1.70
Axon Enterprise Note 0.500%12/1 (Principal) 0.8 $11M 7.4M 1.45
Cable One Note 1.125% 3/1 (Principal) 0.8 $11M 14M 0.75
Zscaler Note 0.125% 7/0 (Principal) 0.8 $10M 7.6M 1.36
Upstart Hldgs Note 0.250% 8/1 (Principal) 0.8 $10M 13M 0.78
Pennymac Corp Note 5.500%11/0 (Principal) 0.8 $10M 11M 0.98
Ppl Cap Fdg Note 2.875% 3/1 (Principal) 0.8 $10M 11M 0.96
Summit Hotel Pptys Note 1.500% 2/1 (Principal) 0.8 $10M 11M 0.89
Draftkings Note 3/1 (Principal) 0.7 $9.9M 12M 0.86
Cheesecake Factory Note 0.375% 6/1 (Principal) 0.7 $9.8M 11M 0.89
Alphatec Hldgs Note 0.750% 8/0 (Principal) 0.7 $9.7M 9.4M 1.04
American Airlines Group Note 6.500% 7/0 (Principal) 0.7 $9.6M 8.3M 1.16
Pebblebrook Hotel Tr Note 1.750%12/1 (Principal) 0.7 $9.4M 11M 0.90
Ascendis Pharma A/s Note 2.250% 4/0 (Principal) 0.7 $9.3M 8.1M 1.15
Envestnet Note 2.625%12/0 (Principal) 0.7 $9.3M 8.8M 1.06
Lendingtree Note 0.500% 7/1 (Principal) 0.7 $9.0M 9.8M 0.93
Ishares Tr Fltg Rate Nt Etf (FLOT) 0.7 $8.9M 173k 51.06
Two Harbors Inventment Corpo Note 6.250% 1/1 (Principal) 0.7 $8.6M 9.1M 0.94
Snap Note 0.750% 8/0 (Principal) 0.7 $8.6M 9.0M 0.96
Revance Therapeutics Note 1.750% 2/1 (Principal) 0.6 $8.6M 12M 0.73
Liberty Media Corp Del Note 2.250% 8/1 (Principal) 0.6 $8.4M 8.3M 1.01
Block Note 0.250%11/0 (Principal) 0.6 $8.3M 9.9M 0.83
Wayfair Note 3.250% 9/1 (Principal) 0.6 $8.2M 6.3M 1.31
Digitalocean Hldgs Note 12/0 (Principal) 0.6 $8.1M 9.7M 0.84
Tyler Tex Indpt Sch Dist Note 0.250% 3/1 (Principal) 0.6 $8.0M 7.9M 1.00
Wolfspeed Note 1.875%12/0 (Principal) 0.6 $7.9M 14M 0.56
Rbc Bearings 5% Cnv Pfd Sr A (RBCP) 0.6 $7.8M 64k 122.25
Mfa Finl Note 6.250% 6/1 (Principal) 0.6 $7.7M 7.8M 1.00
Insmed Note 0.750% 6/0 (Principal) 0.6 $7.7M 7.2M 1.07
Freshpet Note 3.000% 4/0 (Principal) 0.6 $7.6M 4.3M 1.79
Bentley Sys Note 0.125% 1/1 (Principal) 0.6 $7.5M 7.5M 1.00
RWT HLDGS Note 5.750%10/0 (Principal) 0.6 $7.4M 7.7M 0.96
Hubspot Note 0.375% 6/0 (Principal) 0.5 $7.1M 3.2M 2.24
Ati Note 3.500% 6/1 (Principal) 0.5 $7.1M 2.1M 3.31
Unity Software Note 11/1 (Principal) 0.5 $6.8M 8.0M 0.85
Macom Tech Solutions Hldgs I Note 0.250% 3/1 (Principal) 0.5 $6.8M 5.4M 1.26
First Tr Exchange-traded Fst Low Oppt Eft (LMBS) 0.5 $6.7M 140k 48.25
Makemytrip Limited Mauritius Note 2/1 (Principal) 0.5 $6.5M 3.5M 1.86
Ionis Pharmaceuticals Note 4/0 (Principal) 0.5 $6.3M 6.4M 0.98
Ishares Tr 0-3 Mnth Treasry (SGOV) 0.5 $6.3M 63k 100.71
Invesco Exchange Traded Fd T S&p500 Eql Wgt (RSP) 0.5 $6.3M 37k 169.37
Sarepta Therapeutics Note 1.250% 9/1 (Principal) 0.5 $6.3M 5.4M 1.17
Ishares Tr Rus 2000 Val Etf (IWN) 0.5 $6.2M 39k 158.81
Lantheus Hldgs Note 2.625%12/1 (Principal) 0.5 $6.2M 5.6M 1.11
Albemarle Corp 7.25% Dep Shs A (ALB.PA) 0.5 $6.1M 104k 58.97
Jetblue Airways Corp Note 0.500% 4/0 (Principal) 0.5 $6.1M 7.0M 0.87
Post Hldgs Note 2.500% 8/1 (Principal) 0.5 $6.1M 5.4M 1.12
Northern Oil & Gas Note 3.625% 4/1 (Principal) 0.5 $6.1M 5.0M 1.22
Patrick Inds Note 1.750%12/0 (Principal) 0.5 $6.1M 4.7M 1.29
Shake Shack Note 3/0 (Principal) 0.5 $6.0M 6.7M 0.91
Impinj Note 1.125% 5/1 (Principal) 0.4 $5.9M 4.4M 1.35
Cytokinetics Note 3.500% 7/0 (Principal) 0.4 $5.9M 3.7M 1.59
Peloton Interactive Note 2/1 (Principal) 0.4 $5.9M 7.0M 0.84
Liberty Media Corp Del Note 3.750% 3/1 (Principal) 0.4 $5.7M 4.7M 1.22
Array Technologies Note 1.000%12/0 (Principal) 0.4 $5.7M 6.1M 0.92
Itron Note 3/1 (Principal) 0.4 $5.6M 5.6M 1.00
Ishares Tr U.s. Tech Etf (IYW) 0.4 $5.4M 40k 135.06
Spdr Ser Tr Bbg Conv Sec Etf (CWB) 0.4 $5.4M 74k 73.04
Invesco Exch Traded Fd Tr Ii Sr Ln Etf (BKLN) 0.4 $5.3M 252k 21.15
Spotify Usa Note 3/1 (Principal) 0.4 $5.3M 5.8M 0.92
Natera Note 2.250% 5/0 (Principal) 0.4 $5.3M 2.2M 2.44
Nutanix Note 0.250%10/0 (Principal) 0.4 $5.2M 4.3M 1.23
Live Nation Entertainment In Note 3.125% 1/1 (Principal) 0.4 $5.2M 4.3M 1.20
First Tr Exchng Traded Fd Vi Ft Vest Fd Of Bu (BUFR) 0.4 $5.2M 185k 27.96
Bridgebio Pharma Note 2.500% 3/1 (Principal) 0.4 $5.1M 4.7M 1.07
Microsoft Corporation (MSFT) 0.4 $4.9M 12k 420.72
Halozyme Therapeutics Note 1.000% 8/1 (Principal) 0.4 $4.7M 4.8M 0.97
Collegium Pharmaceutical Note 2.875% 2/1 (Principal) 0.4 $4.7M 3.8M 1.24
Stride Note 1.125% 9/0 (Principal) 0.4 $4.7M 3.5M 1.32
Jazz Investments I Note 2.000% 6/1 (Principal) 0.3 $4.6M 4.7M 0.99
Ishares Core Msci Emkt (IEMG) 0.3 $4.5M 87k 51.60
Redfin Corp Note 0.500% 4/0 (Principal) 0.3 $4.3M 8.1M 0.53
Varonis Sys Note 1.250% 8/1 (Principal) 0.3 $4.2M 2.6M 1.60
Biomarin Pharmaceutical Note 1.250% 5/1 (Principal) 0.3 $4.2M 4.2M 0.99
Wisdomtree Note 5.750% 8/1 (Principal) 0.3 $4.1M 3.5M 1.18
Snap Note 5/0 (Principal) 0.3 $4.0M 5.0M 0.81
Greenbrier Cos Note 2.875% 4/1 (Principal) 0.3 $4.0M 3.6M 1.11
Interdigital Note 3.500% 6/0 (Principal) 0.3 $4.0M 2.8M 1.43
Verint Systems Note 0.250% 4/1 (Principal) 0.3 $3.9M 4.1M 0.94
Insulet Corp Note 0.375% 9/0 (Principal) 0.3 $3.7M 3.6M 1.04
Akamai Technologies Note 0.375% 9/0 (Principal) 0.3 $3.7M 3.6M 1.05
Permian Resources Corp Note 3.250% 4/0 (Principal) 0.3 $3.7M 1.2M 2.99
Dbx Etf Tr Xtrack Msci Eafe (HDEF) 0.3 $3.6M 147k 24.67
Conmed Corp Note 2.250% 6/1 (Principal) 0.3 $3.6M 3.9M 0.91
Prospect Cap Corp Note 6.375% 3/0 (Principal) 0.3 $3.4M 3.4M 0.99
Ironwood Pharmaceuticals Note 1.500% 6/1 (Principal) 0.3 $3.3M 3.3M 1.01
Dayforce Note 0.250% 3/1 (Principal) 0.3 $3.3M 3.6M 0.92
Marriott Vacations Worldwide Note 3.250%12/1 (Principal) 0.2 $3.3M 3.5M 0.94
Haemonetics Corp Mass Note 3/0 (Principal) 0.2 $3.3M 3.6M 0.92
Chegg Note 0.125% 3/1 (Principal) 0.2 $3.3M 3.5M 0.93
Perficient Note 0.125%11/1 (Principal) 0.2 $3.2M 3.8M 0.86
Semtech Corp Note 1.625%11/0 (Principal) 0.2 $3.0M 3.1M 0.98
Lumentum Hldgs Note 0.500%12/1 (Principal) 0.2 $3.0M 3.4M 0.88
Etsy Note 0.125%10/0 (Principal) 0.2 $3.0M 2.8M 1.06
NVIDIA Corporation (NVDA) 0.2 $2.9M 3.3k 903.56
Nrg Energy DBCV 2.750% 6/0 (Principal) 0.2 $2.9M 1.8M 1.65
Chefs Whse Note 2.375%12/1 (Principal) 0.2 $2.9M 2.6M 1.09
Jazz Investments I Note 1.500% 8/1 (Principal) 0.2 $2.7M 2.8M 0.98
Apple (AAPL) 0.2 $2.7M 16k 171.48
Jamf Hldg Corp Note 0.125% 9/0 (Principal) 0.2 $2.7M 3.0M 0.89
Halozyme Therapeutics Note 0.250% 3/0 (Principal) 0.2 $2.6M 3.0M 0.88
Mitek Sys Note 0.750% 2/0 (Principal) 0.2 $2.5M 2.5M 1.00
I3 Verticals Note 1.000% 2/1 (Principal) 0.2 $2.5M 2.6M 0.96
Neurocrine Biosciences Note 2.250% 5/1 (Principal) 0.2 $2.5M 1.4M 1.80
Bentley Sys Note 0.375% 7/0 (Principal) 0.2 $2.5M 2.8M 0.90
Bridgebio Pharma Note 2.250% 2/0 (Principal) 0.2 $2.4M 3.0M 0.81
Ishares Tr Msci India Etf (INDA) 0.2 $2.4M 47k 51.59
Amazon (AMZN) 0.2 $2.4M 13k 180.38
Alphabet Cap Stk Cl A (GOOGL) 0.2 $2.3M 16k 150.93
Xometry Note 1.000% 2/0 (Principal) 0.2 $2.3M 3.0M 0.76
Pennymac Corp Note 5.500% 3/1 (Principal) 0.2 $2.3M 2.4M 0.95
Blackstone Mortgage Trust In Note 5.500% 3/1 (Principal) 0.2 $2.3M 2.5M 0.91
Airbnb Note 3/1 (Principal) 0.2 $2.2M 2.4M 0.93
Kaman Corp Note 3.250% 5/0 (Principal) 0.2 $2.1M 2.1M 1.00
Century Alum Note 2.750% 5/0 (Principal) 0.2 $2.0M 2.0M 1.01
Arbor Realty Trust Note 7.500% 8/0 (Principal) 0.1 $2.0M 2.0M 0.98
Meta Platforms Cl A (META) 0.1 $1.9M 3.9k 485.58
Mesa Labs Note 1.375% 8/1 (Principal) 0.1 $1.9M 2.0M 0.94
Expedia Group Note 2/1 (Principal) 0.1 $1.9M 2.0M 0.92
Ssr Mining In Note 2.500% 4/0 (Principal) 0.1 $1.8M 2.0M 0.89
Ziff Davis Note 1.750%11/0 (Principal) 0.1 $1.8M 1.9M 0.95
Ezcorp Note 2.375% 5/0 (Principal) 0.1 $1.6M 1.7M 0.98
Realogy Grp Llc/realogy Note 0.250% 6/1 (Principal) 0.1 $1.6M 2.0M 0.79
Turning Pt Brands Note 2.500% 7/1 (Principal) 0.1 $1.5M 1.5M 0.97
Coherus Biosciences Note 1.500% 4/1 (Principal) 0.1 $1.4M 2.3M 0.64
3d Sys Corp Del Note 11/1 (Principal) 0.1 $1.4M 1.8M 0.78
Innoviva Note 2.125% 3/1 (Principal) 0.1 $1.3M 1.5M 0.87
Select Sector Spdr Tr Sbi Int-utils (XLU) 0.1 $1.3M 20k 65.65
Microstrategy Note 0.750%12/1 (Principal) 0.1 $1.3M 297k 4.29
Sunnova Energy Intl Note 0.250%12/0 (Principal) 0.1 $1.3M 2.5M 0.51
Proshares Tr Shrt 20+yr Tre (TBF) 0.1 $1.1M 50k 23.19
Berkshire Hathaway Inc Del Cl B New (BRK.B) 0.1 $1.1M 2.7k 420.52
Kimberly-Clark Corporation (KMB) 0.1 $1.1M 8.7k 129.35
Parsons Corp Del Note 0.250% 8/1 (Principal) 0.1 $1.1M 597k 1.84
Marcus Corp Del Note 5.000% 9/1 (Principal) 0.1 $1.1M 750k 1.44
Loews Corporation (L) 0.1 $1.0M 13k 78.29
Liberty Latin America Note 2.000% 7/1 (Principal) 0.1 $988k 1.0M 0.99
Block Note 0.125% 3/0 (Principal) 0.1 $913k 893k 1.02
Broadcom (AVGO) 0.1 $858k 647.00 1325.41
JPMorgan Chase & Co. (JPM) 0.1 $845k 4.2k 200.30
Sunnova Energy Intl Note 2.625% 2/1 (Principal) 0.1 $805k 2.0M 0.40
Procter & Gamble Company (PG) 0.1 $789k 4.9k 162.25
UnitedHealth (UNH) 0.1 $733k 1.5k 494.70
Ishares Tr Rus 1000 Val Etf (IWD) 0.1 $720k 4.0k 179.11
Alliant Energy Corp Note 3.875% 3/1 (Principal) 0.1 $711k 723k 0.98
Costco Wholesale Corporation (COST) 0.1 $675k 921.00 732.63
Johnson & Johnson (JNJ) 0.0 $651k 4.1k 158.19
John Bean Technologies Corp Note 0.250% 5/1 (Principal) 0.0 $649k 700k 0.93
Bank of America Corporation (BAC) 0.0 $631k 17k 37.92
Visa Com Cl A (V) 0.0 $618k 2.2k 279.08
Eli Lilly & Co. (LLY) 0.0 $573k 736.00 777.96
Merck & Co (MRK) 0.0 $561k 4.3k 131.95
Ishares Tr U.s. Real Es Etf (IYR) 0.0 $542k 6.0k 89.90
Bill Holdings Note 12/0 (Principal) 0.0 $531k 569k 0.93
Enphase Energy Note 3/0 (Principal) 0.0 $500k 583k 0.86
Union Pacific Corporation (UNP) 0.0 $489k 2.0k 245.93
Euronet Worldwide Note 0.750% 3/1 (Principal) 0.0 $485k 500k 0.97
Mastercard Incorporated Cl A (MA) 0.0 $481k 999.00 481.57
Middleby Corp Note 1.000% 9/0 (Principal) 0.0 $477k 363k 1.31
Eaton Corp SHS (ETN) 0.0 $473k 1.5k 312.68
Burlington Stores Note 2.250% 4/1 (Principal) 0.0 $470k 402k 1.17
On Semiconductor Corp Note 5/0 (Principal) 0.0 $466k 317k 1.47
Applied Materials (AMAT) 0.0 $461k 2.2k 206.23
salesforce (CRM) 0.0 $456k 1.5k 301.18
Etsy Note 0.125% 9/0 (Principal) 0.0 $455k 544k 0.84
Oracle Corporation (ORCL) 0.0 $454k 3.6k 125.61
Cloudflare Note 8/1 (Principal) 0.0 $448k 479k 0.94
Home Depot (HD) 0.0 $440k 1.1k 383.60
Upwork Note 0.250% 8/1 (Principal) 0.0 $436k 500k 0.87
Coca-Cola Company (KO) 0.0 $435k 7.1k 61.18
Pepsi (PEP) 0.0 $430k 2.5k 175.01
Abbott Laboratories (ABT) 0.0 $428k 3.8k 113.66
Intercontinental Exchange (ICE) 0.0 $428k 3.1k 137.43
Abbvie (ABBV) 0.0 $428k 2.3k 182.10
Amgen (AMGN) 0.0 $409k 1.4k 284.32
Wolfspeed Note 0.250% 2/1 (Principal) 0.0 $409k 700k 0.58
McDonald's Corporation (MCD) 0.0 $407k 1.4k 281.95
Cisco Systems (CSCO) 0.0 $401k 8.0k 49.91
Wells Fargo & Company (WFC) 0.0 $399k 6.9k 57.96
D.R. Horton (DHI) 0.0 $390k 2.4k 164.55
Tesla Motors (TSLA) 0.0 $387k 2.2k 175.79
Alnylam Pharmaceuticals Note 1.000% 9/1 (Principal) 0.0 $383k 407k 0.94
Pfizer (PFE) 0.0 $375k 14k 27.75
Kkr & Co (KKR) 0.0 $373k 3.7k 100.58
Ishares Tr Core Us Aggbd Et (AGG) 0.0 $373k 3.8k 97.94
Danaher Corporation (DHR) 0.0 $372k 1.5k 249.72
Chevron Corporation (CVX) 0.0 $368k 2.3k 157.74
Caterpillar (CAT) 0.0 $364k 992.00 366.43
Rapid7 Note 0.250% 3/1 (Principal) 0.0 $338k 386k 0.88
Thermo Fisher Scientific (TMO) 0.0 $333k 573.00 581.21
Walt Disney Company (DIS) 0.0 $328k 2.7k 122.36
Uber Technologies (UBER) 0.0 $321k 4.2k 76.99
Comcast Corp Cl A (CMCSA) 0.0 $315k 7.3k 43.35
Adobe Systems Incorporated (ADBE) 0.0 $304k 603.00 504.60
Parker-Hannifin Corporation (PH) 0.0 $304k 546.00 555.79
Microchip Technology Note 0.125%11/1 (Principal) 0.0 $301k 284k 1.06
Cnx Res Corp Note 2.250% 5/0 (Principal) 0.0 $287k 152k 1.89
Coinbase Global Note 0.500% 6/0 (Principal) 0.0 $285k 260k 1.09
Accenture Plc Ireland Shs Class A (ACN) 0.0 $280k 809.00 346.61
Servicenow (NOW) 0.0 $278k 365.00 762.40
Micron Technology (MU) 0.0 $268k 2.3k 117.89
Honeywell International (HON) 0.0 $262k 1.3k 205.25
Wal-Mart Stores (WMT) 0.0 $257k 4.3k 60.17
Valero Energy Corporation (VLO) 0.0 $252k 1.5k 170.69
Guardant Health Note 11/1 (Principal) 0.0 $251k 369k 0.68
Linde SHS (LIN) 0.0 $248k 535.00 464.32
Boeing Company (BA) 0.0 $248k 1.3k 192.99
American Intl Group Com New (AIG) 0.0 $245k 3.1k 78.17
Liberty Media Corp Del Com Lbty One S C (FWONK) 0.0 $230k 3.5k 65.60
Intuit (INTU) 0.0 $229k 352.00 650.00
Intel Corporation (INTC) 0.0 $220k 5.0k 44.17
Lowe's Companies (LOW) 0.0 $218k 855.00 254.73
Lockheed Martin Corporation (LMT) 0.0 $215k 473.00 454.87
Lam Research Corporation 0.0 $215k 221.00 971.58
Verizon Communications (VZ) 0.0 $205k 4.9k 41.96
TJX Companies (TJX) 0.0 $201k 2.0k 101.42
Peabody Engr Corp Note 3.250% 3/0 (Principal) 0.0 $179k 127k 1.41
Dropbox Note 3/0 (Principal) 0.0 $91k 98k 0.93
Transocean Registered Shs (RIG) 0.0 $89k 14k 6.28
Shift4 Pmts Note 12/1 (Principal) 0.0 $30k 28k 1.07
Envista Holdings Corporation Note 2.375% 6/0 (Principal) 0.0 $12k 10k 1.16