SSI Investment Management

Ssi Investment Management as of March 31, 2026

Portfolio Holdings for Ssi Investment Management

Ssi Investment Management holds 240 positions in its portfolio as reported in the March 2026 quarterly 13F filing

Company (Ticker) Portfolio Weight Valued At Change in Shares Share Count Share Price
Ishares Tr Core S&p500 Etf (IVV) 4.4 $64M 99k 653.21
Western Digital Corp Note 3.000%11/1 3.9 $56M 7.8M 7.16
Nextera Energy Cap Hldgs Note 3.000% 3/0 2.8 $40M 29M 1.39
Boeing Dep Conv Pfd A (BA.PA) 2.0 $29M 449k 64.91
Albemarle Corp 7.25% Dep Shs A (ALB.PA) 1.7 $25M 354k 71.55
Uber Technologies Note 0.875%12/0 1.7 $24M 20M 1.20
Live Nation Entertainment In Note 2.875% 1/1 1.6 $23M 22M 1.08
Oracle Corp 6.5 Dep Cum Sr D (ORCL.PD) 1.5 $22M 480k 45.97
MKS Note 1.250% 6/0 1.5 $22M 13M 1.65
Wec Energy Group Note 4.375% 6/0 1.5 $22M 18M 1.21
Wells Fargo & Co Perp Pfd Cnv A (WFC.PL) 1.5 $21M 18k 1157.15
Ishares Tr Iboxx Inv Cp Etf (LQD) 1.4 $20M 183k 108.99
Jazz Investments I Note 3.125% 9/1 1.4 $20M 14M 1.42
Bank America Corp 7.25%CNV PFD L (BAC.PL) 1.3 $19M 16k 1190.61
Ppl Cap Fdg Note 2.875% 3/1 1.2 $18M 15M 1.17
Pg&e Corp Note 4.250%12/0 1.2 $18M 17M 1.04
Strategy Note 3/0 1.2 $17M 19M 0.87
Ventas Rlty Ltd Partnership Note 3.750% 6/0 1.1 $17M 11M 1.49
Snowflake Note 10/0 1.1 $16M 14M 1.18
Ascendis Pharma A/s Note 2.250% 4/0 1.1 $16M 11M 1.47
J P Morgan Exchange Traded F Mortgage Backed (JMTG) 1.1 $16M 309k 51.00
Advanced Energy Inds Note 2.500% 9/1 1.0 $14M 5.9M 2.40
Equinox Gold Corp Note 4.750%10/1 1.0 $14M 5.9M 2.41
Kkr & Co 6.25 Con Ser D (KKR.PD) 1.0 $14M 346k 40.11
Hewlett Packard Enterprise C 7.625 Mand Conv (HPE.PC) 0.9 $14M 209k 64.83
Sphere Entertainment Note 3.500%12/0 0.9 $13M 4.0M 3.36
On Semiconductor Corp Note 5/0 0.9 $13M 10M 1.29
Cloudflare Note 8/1 0.8 $12M 10M 1.17
Evergy Note 4.500%12/1 0.8 $12M 8.7M 1.35
Rivian Automotive Note 3.625%10/1 0.8 $12M 12M 0.96
Ishares Tr Conv Bd Etf (ICVT) 0.8 $12M 114k 101.79
Nextera Energy Unit 02/15/2029 (NEE.PV) 0.8 $12M 231k 50.14
Southern Note 4.500% 6/1 0.8 $11M 10M 1.11
Live Nation Entertainment In Note 3.125% 1/1 0.8 $11M 7.5M 1.52
Brightspring Health Svcs Unit 02/01/2027 (BTSGU) 0.8 $11M 79k 142.39
Janus Detroit Str Tr Hendrson Aaa Cl (JAAA) 0.7 $11M 215k 50.37
Akamai Technologies Note 1.125% 2/1 0.7 $11M 9.2M 1.14
On Semiconductor Corp Note 0.500% 3/0 0.7 $10M 11M 0.98
Microchip Technology Dep Shs Repstg (MCHPP) 0.7 $10M 176k 57.31
Alibaba Group Hldg Note 0.500% 6/0 0.7 $10M 7.3M 1.39
Solaris Energy Infras Note 0.250%10/0 0.7 $10M 8.0M 1.25
Seagate Hdd Cayman Note 3.500% 6/0 0.7 $10M 2.1M 4.75
Ishares Core Msci Emkt (IEMG) 0.7 $9.9M 143k 69.75
Integer Hldgs Corp DBCV 1.875% 3/1 0.7 $9.8M 10M 0.95
Redwood Trust Note 7.750% 6/1 0.7 $9.7M 9.7M 1.01
Mirum Pharmaceuticals Note 4.000% 5/0 0.7 $9.7M 3.3M 2.98
Macom Tech Solutions Hldgs I Note 12/1 0.7 $9.7M 6.7M 1.46
Ares Management Corporation 6.75 Se B Pfd (ARES.PB) 0.7 $9.6M 260k 36.96
Qxo 5.50 Dep Pfd (QXO.PB) 0.7 $9.6M 172k 55.59
Invesco Exchange Traded Fd T S&p500 Eql Wgt (RSP) 0.7 $9.5M 49k 191.92
Ishares Tr 7-10 Yr Trsy Bd (IEF) 0.6 $8.9M 94k 95.44
Aerovironment Note 7/1 0.6 $8.9M 9.1M 0.98
Global Pmts Note 1.500% 3/0 0.6 $8.9M 10M 0.88
Liberty Media Corp Del Note 2.250% 8/1 0.6 $8.8M 7.7M 1.15
Southern Unit 12/15/2028 (SOMN) 0.6 $8.8M 171k 51.63
First Tr Exchng Traded Fd Vi Ft Vest Laddered (BUFR) 0.6 $8.7M 258k 33.77
Granite Constr Note 3.250% 6/1 0.6 $8.7M 5.3M 1.65
Vanguard Star Fds Vg Tl Intl Stk F (VXUS) 0.6 $8.5M 111k 77.11
Centerpoint Energy Note 4.250% 8/1 0.6 $8.3M 7.0M 1.18
Liberty Media Corp Del Note 3.750% 3/1 0.6 $8.0M 7.8M 1.04
Parsons Corp Del Note 2.625% 3/0 0.5 $7.9M 8.0M 0.98
Cheesecake Factory Note 2.000% 3/1 0.5 $7.9M 7.7M 1.02
Celcuity Note 2.750% 8/0 0.5 $7.8M 3.2M 2.43
Halozyme Therapeutics Note 1.000% 8/1 0.5 $7.8M 6.1M 1.28
Strategy Note 0.875% 3/1 0.5 $7.5M 7.8M 0.96
Ishares Tr Msci Acwi Ex Us (ACWX) 0.5 $7.3M 107k 68.47
Affirm Hldgs Note 11/1 0.5 $7.2M 7.5M 0.97
Lantheus Hldgs Note 2.625%12/1 0.5 $7.1M 5.9M 1.20
Bridgebio Pharma Note 1.750% 3/0 0.5 $7.0M 4.1M 1.69
Apollo Global Mgmt Ser A Mand Cnv (APO.PA) 0.5 $6.8M 116k 58.70
Arrowhead Pharmaceuticals In Note 1/1 0.5 $6.8M 6.6M 1.03
Bridgebio Pharma Note 2.250% 2/0 0.5 $6.8M 6.1M 1.12
Ppl Corp Unit 02/15/2029 0.5 $6.8M 133k 51.03
Coinbase Global Note 0.250% 4/0 0.5 $6.8M 7.3M 0.93
Enovis Corporation Note 3.875%10/1 0.5 $6.7M 7.0M 0.96
Interdigital Note 3.500% 6/0 0.5 $6.7M 1.7M 3.90
First Tr Exchange Traded Smid Risng Etf (SDVY) 0.5 $6.6M 167k 39.43
Mara Holdings Note 3/0 0.4 $6.3M 7.2M 0.88
Vse Corp Unit 02/01/2029 0.4 $6.3M 127k 49.30
Repligen Corp Note 1.000%12/1 0.4 $6.3M 6.4M 0.97
Northern Oil & Gas Note 3.625% 4/1 0.4 $6.2M 5.7M 1.10
Joby Aviation Note 0.750% 2/1 0.4 $6.2M 7.2M 0.86
Ishares Tr Ishares Biotech (IBB) 0.4 $6.1M 36k 168.85
Csg Sys Intl Note 3.875% 9/1 0.4 $6.1M 5.0M 1.22
Spdr Series Trust State Street Spd (SPHY) 0.4 $6.0M 259k 23.32
Century Alum Note 2.750% 5/0 0.4 $6.0M 1.9M 3.14
Alphatec Hldgs Note 0.750% 3/1 0.4 $5.9M 5.8M 1.02
Collegium Pharmaceutical Note 2.875% 2/1 0.4 $5.9M 5.1M 1.16
Burlington Stores Note 1.250%12/1 0.4 $5.7M 3.5M 1.65
Fluor Corp Note 1.125% 8/1 0.4 $5.7M 4.6M 1.23
Block Note 0.250%11/0 0.4 $5.6M 6.0M 0.93
Omnicell Note 1.000%12/0 0.4 $5.6M 5.8M 0.97
Blackstone Mortgage Trust In Note 5.500% 3/1 0.4 $5.5M 5.6M 0.99
Pg&e Corp Pfd Conv Ser A (PCG.PX) 0.4 $5.5M 128k 43.15
Ptc Therapeutics Note 1.500% 9/1 0.4 $5.5M 4.2M 1.33
Lumentum Hldgs Note 0.500%12/1 0.4 $5.5M 779k 7.07
Cogent Biosciences Note 1.625%11/1 0.4 $5.5M 4.5M 1.22
Ishares Tr U.s. Tech Etf (IYW) 0.4 $5.4M 30k 181.42
Conmed Corp Note 2.250% 6/1 0.4 $5.3M 5.5M 0.97
Shift4 Pmts 6 Ser A Cnv Pref (FOUR.PA) 0.4 $5.3M 100k 53.19
Alnylam Pharmaceuticals Note 1.000% 9/1 0.4 $5.3M 4.1M 1.28
Varonis Sys Note 1.000% 9/1 0.4 $5.2M 6.0M 0.87
Snap Note 0.500% 5/0 0.4 $5.2M 6.5M 0.80
Datadog Note 12/0 0.4 $5.1M 5.3M 0.97
Marriott Vacations Worldwide Note 3.250%12/1 0.4 $5.1M 5.3M 0.96
Alarm Com Hldgs Note 2.250% 6/0 0.3 $5.1M 5.5M 0.92
Ishares Tr Russell 2000 Etf (IWM) 0.3 $5.1M 20k 248.00
Irhythm Holdings Note 1.500% 9/0 0.3 $5.1M 4.6M 1.09
Haemonetics Corp Mass Note 2.500% 6/0 0.3 $5.0M 5.3M 0.95
Osi Systems Note 2.250% 8/0 0.3 $4.9M 3.2M 1.53
Progress Software Corp Note 3.500% 3/0 0.3 $4.9M 5.5M 0.89
Bofa Fin MTNF 0.600% 5/2 0.3 $4.9M 4.1M 1.20
Trip Com Group Note 0.750% 6/1 0.3 $4.8M 4.7M 1.03
Lumentum Hldgs Note 1.500%12/1 0.3 $4.8M 473k 10.11
World Gold Tr Spdr Gld Minis (GLDM) 0.3 $4.7M 51k 92.69
Greenbrier Cos Note 2.875% 4/1 0.3 $4.6M 4.0M 1.15
Kosmos Energy Note 3.125% 3/1 0.3 $4.5M 5.8M 0.78
Spectrum Brands Note 3.375% 6/0 0.3 $4.5M 4.5M 1.00
Centrus Energy Corp Note 2.250%11/0 0.3 $4.4M 2.2M 2.03
Wayfair Note 3.500%11/1 0.3 $4.4M 2.5M 1.74
Freshpet Note 3.000% 4/0 0.3 $4.4M 3.8M 1.15
Fortuna Mng Corp Note 3.750% 6/3 0.3 $4.3M 2.5M 1.73
Synaptics Note 0.750%12/0 0.3 $4.2M 4.1M 1.03
Draftkings Note 3/1 0.3 $4.1M 4.6M 0.90
Peabody Engr Corp Note 3.250% 3/0 0.3 $4.1M 2.2M 1.84
Nutanix Note 0.500%12/1 0.3 $4.1M 4.5M 0.90
Duke Energy Corp Note 4.125% 4/1 0.3 $4.0M 3.7M 1.10
Box Note 1.500% 9/1 0.3 $4.0M 4.4M 0.92
Affirm Hldgs Note 0.750%12/1 0.3 $4.0M 4.3M 0.94
Post Hldgs Note 2.500% 8/1 0.3 $4.0M 3.7M 1.08
Lemaitre Vascular Note 2.500% 2/0 0.3 $4.0M 3.5M 1.13
Ormat Technologies Note 2.500% 7/1 0.3 $3.9M 3.0M 1.30
Pacira Biosciences Note 2.125% 5/1 0.3 $3.9M 4.0M 0.96
Ionis Pharmaceuticals Note 1.750% 6/1 0.2 $3.5M 2.3M 1.51
NVIDIA Corporation (NVDA) 0.2 $3.5M 20k 174.40
Super Micro Computer Note 3.500% 3/0 0.2 $3.2M 4.0M 0.80
Dbx Etf Tr Xtrack Msci Eafe (HDEF) 0.2 $3.2M 98k 32.41
Pagaya U S Hldg Note 6.125%10/0 0.2 $3.2M 2.8M 1.15
Cms Energy Corp Note 3.375% 5/0 0.2 $3.1M 2.8M 1.13
Wayfair Note 3.250% 9/1 0.2 $3.0M 2.2M 1.35
Apple (AAPL) 0.2 $2.7M 11k 253.79
Five9 Note 1.000% 3/1 0.2 $2.6M 3.0M 0.87
Alphabet Cap Stk Cl A (GOOGL) 0.2 $2.6M 9.0k 287.56
Solaredge Technologies Note 2.250% 7/0 0.2 $2.6M 1.5M 1.71
Capital Southwest Corp Note 5.125%11/1 0.2 $2.5M 2.5M 1.02
Microsoft Corporation (MSFT) 0.2 $2.5M 6.6k 370.17
Nextera Energy Unit 06/01/2027 (NEE.PS) 0.2 $2.4M 42k 56.44
Sunrun Note 4.000% 3/0 0.2 $2.4M 2.0M 1.19
Teladoc Health Note 1.250% 6/0 0.2 $2.3M 2.4M 0.95
Tetra Tech DBCV 2.250% 8/1 0.2 $2.3M 2.2M 1.05
Unity Software Note 3/1 0.2 $2.2M 2.2M 1.00
Mara Holdings Note 2.125% 9/0 0.1 $2.1M 2.5M 0.85
Ishares Msci Japan Etf (EWJ) 0.1 $2.1M 25k 84.44
Alignment Healthcare Note 4.250%11/1 0.1 $2.1M 1.5M 1.41
Pebblebrook Hotel Tr Note 1.750%12/1 0.1 $2.1M 2.2M 0.97
Microchip Technology Note 0.750% 6/0 0.1 $2.1M 2.1M 0.99
Dexcom Note 0.375% 5/1 0.1 $2.0M 2.2M 0.92
Amazon (AMZN) 0.1 $1.7M 8.4k 208.27
Bruker Corp 6.375 Pref Ser A (BRKRP) 0.1 $1.7M 6.0k 288.29
Rapid7 Note 1.250% 3/1 0.1 $1.7M 2.0M 0.84
Innoviva Note 2.125% 3/1 0.1 $1.6M 1.5M 1.08
Ziff Davis Note 1.750%11/0 0.1 $1.6M 1.7M 0.98
Pennymac Corp Note 8.500% 6/0 0.1 $1.6M 1.5M 1.04
Pinnacle West Cap Corp Note 4.750% 6/1 0.1 $1.5M 1.3M 1.15
Ziff Davis Debt 3.625% 3/0 0.1 $1.5M 1.5M 0.98
Winnebago Inds Note 3.250% 1/1 0.1 $1.5M 1.7M 0.90
Halozyme Therapeutics Note 0.250% 3/0 0.1 $1.3M 1.3M 1.04
Meta Platforms Cl A (META) 0.1 $1.2M 2.1k 572.13
Broadcom (AVGO) 0.1 $1.2M 3.8k 309.51
Rivian Automotive Note 4.625% 3/1 0.1 $1.2M 1.1M 1.07
Select Sector Spdr Tr State Street Uti (XLU) 0.1 $1.1M 25k 45.89
Akamai Technologies Note 0.375% 9/0 0.1 $1.1M 968k 1.16
Ishares Tr 0-3 Mnth Treasry (SGOV) 0.1 $926k 9.2k 100.66
JPMorgan Chase & Co. (JPM) 0.1 $799k 2.7k 294.16
Berkshire Hathaway Inc Del Cl B New (BRK.B) 0.1 $736k 1.5k 479.20
Bridgebio Pharma Note 2.500% 3/1 0.0 $716k 398k 1.80
Ishares Tr U.s. Real Es Etf (IYR) 0.0 $666k 7.0k 94.56
Wayfair Cl A (W) 0.0 $632k 8.4k 75.21
Tesla Motors (TSLA) 0.0 $547k 1.5k 371.75
Meritage Homes Corp Note 1.750% 5/1 0.0 $544k 565k 0.96
Wal-Mart Stores (WMT) 0.0 $525k 4.2k 124.28
T1 Energy Note 5.250%12/0 0.0 $521k 500k 1.04
Costco Wholesale Corporation (COST) 0.0 $515k 517.00 996.43
First Tr Exchange-traded Fst Low Oppt Eft (LMBS) 0.0 $499k 10k 49.81
Workiva Note 1.250% 8/1 0.0 $489k 523k 0.94
Exxon Mobil Corporation (XOM) 0.0 $484k 2.9k 169.66
Johnson & Johnson (JNJ) 0.0 $473k 1.9k 244.44
Eli Lilly & Co. (LLY) 0.0 $465k 506.00 919.77
Guidewire Software Note 1.250%11/0 0.0 $464k 466k 1.00
Cytokinetics Note 3.500% 7/0 0.0 $450k 308k 1.46
Bank of America Corporation (BAC) 0.0 $441k 9.0k 48.75
Itron Note 1.375% 7/1 0.0 $425k 423k 1.00
Guardant Health Note 11/1 0.0 $418k 407k 1.03
Visa Com Cl A (V) 0.0 $389k 1.3k 302.24
Guardant Health Debt 1.250% 2/1 0.0 $381k 227k 1.68
Procter & Gamble Company (PG) 0.0 $378k 2.6k 144.44
Ishares Tr Core Us Aggbd Et (AGG) 0.0 $369k 3.7k 99.27
Ugi Corp Note 5.000% 6/0 0.0 $366k 261k 1.40
Array Technologies Note 1.000%12/0 0.0 $366k 405k 0.90
Strategy Note 2.250% 6/1 0.0 $358k 351k 1.02
Amphastar Pharmaceuticals In Note 2.000% 3/1 0.0 $324k 358k 0.90
Eaton Corp SHS (ETN) 0.0 $323k 904.00 357.67
Wells Fargo & Company (WFC) 0.0 $323k 4.1k 79.61
Snowflake Note 10/0 0.0 $322k 263k 1.22
Cisco Systems (CSCO) 0.0 $321k 4.1k 77.59
Q2 HLDGS Note 0.750% 6/0 0.0 $315k 317k 0.99
Mastercard Incorporated Cl A (MA) 0.0 $308k 617.00 499.66
Chevron Corporation (CVX) 0.0 $299k 1.4k 206.90
Parker-Hannifin Corporation (PH) 0.0 $298k 333.00 895.23
Amgen (AMGN) 0.0 $294k 835.00 351.85
Coca-Cola Company (KO) 0.0 $293k 3.9k 76.05
Boeing Company (BA) 0.0 $290k 1.5k 199.03
Abbvie (ABBV) 0.0 $290k 1.3k 217.49
Shake Shack Note 3/0 0.0 $281k 297k 0.94
Intercontinental Exchange (ICE) 0.0 $271k 1.7k 157.28
Cipher Digital Note 1.750% 5/1 0.0 $269k 87k 3.09
McDonald's Corporation (MCD) 0.0 $268k 861.00 310.79
Union Pacific Corporation (UNP) 0.0 $267k 1.1k 242.62
Micron Technology (MU) 0.0 $265k 784.00 337.84
Nio Note 4.625%10/1 0.0 $262k 265k 0.99
Shift4 Pmts Note 0.500% 8/0 0.0 $256k 273k 0.94
Home Depot (HD) 0.0 $255k 775.00 328.89
Lam Research Corp Com New (LRCX) 0.0 $247k 1.2k 213.66
Strategy Series A Perp Pf (STRK) 0.0 $245k 3.4k 71.07
UnitedHealth (UNH) 0.0 $244k 901.00 270.59
Digitalocean Hldgs Note 12/0 0.0 $242k 248k 0.97
American Wtr Cap Corp Note 3.625% 6/1 0.0 $233k 233k 1.00
Global X Fds Cybrscurty Etf (BUG) 0.0 $232k 9.2k 25.11
Kkr & Co (KKR) 0.0 $229k 2.5k 92.50
Old Dominion Freight Line (ODFL) 0.0 $221k 1.1k 195.40
Caterpillar (CAT) 0.0 $218k 307.00 708.46
Pepsi (PEP) 0.0 $212k 1.4k 155.29
Valero Energy Corporation (VLO) 0.0 $209k 844.00 247.08
Select Sector Spdr Tr State Street Ene (XLE) 0.0 $206k 3.4k 61.26
Semtech Corp Note 1.625%11/0 0.0 $183k 87k 2.11
Ncl Corp Note 1.125% 2/1 0.0 $182k 187k 0.97
Jd.com Note 0.250% 6/0 0.0 $179k 180k 0.99
Strategy Note 12/0 0.0 $154k 185k 0.83
Jbt Marel Corporation Note 0.250% 5/1 0.0 $82k 82k 0.99
Riot Platforms Note 0.750% 1/1 0.0 $16k 14k 1.15