Institution Information
| Reportee | Signature Date | Report period | Total Entries | Total AUM($) |
|---|---|---|---|---|
| SSI INVESTMENT MANAGEMENT LLC | 02-08-2024 | 12-31-2023 | 535 | 1,318,978,536,000 |
Institutional Holdings
| Issuer | Class | Position | Value | Shares | Portfolio Percentage (%) | Previous Percentage (%) | Shares Delta | Shares Delta(%) | Date Reported |
|---|---|---|---|---|---|---|---|---|---|
| EURONET WORLDWIDE INC | NOTE 0.750% 3/1 | 101 | $5,969,975,000 | 6,385,000 | 0.45 | 0.50 | -250,000 | -3.77 | 12-31-2023 |
| KBR INC | NOTE 2.500%11/0 | Liquidated | $0 | 0 | 0.49 | 0.51 | -321,000 | -11.22 | 12-31-2023 |
| REVANCE THERAPEUTICS INC | NOTE 1.750% 2/1 | 103 | $5,955,019,000 | 7,842,000 | 0.45 | 0.45 | 965,000 | 14.03 | 12-31-2023 |
| EQT CORP | NOTE 1.750% 5/0 | 104 | $5,914,003,000 | 2,228,000 | 0.45 | 0.80 | -1,292,000 | -36.70 | 12-31-2023 |
