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 |
|---|---|---|---|---|---|---|---|---|---|
| HAEMONETICS CORP MASS | NOTE 3/0 | 151 | $3,672,140,000 | 4,126,000 | 0.28 | 0.77 | -6,746,000 | -62.05 | 12-31-2023 |
| LUMENTUM HLDGS INC | NOTE 0.500%12/1 | 152 | $3,543,507,000 | 3,977,000 | 0.27 | 0.28 | -71,000 | -1.75 | 12-31-2023 |
| LYFT INC | NOTE 1.500% 5/1 | Liquidated | $0 | 0 | 0.29 | 3,800,000 | +Inf | 12-31-2023 | |
| REDWOOD TRUST INC | NOTE 5.625% 7/1 | 154 | $3,470,173,000 | 3,541,000 | 0.26 | 0.28 | 0 | 0.00 | 12-31-2023 |
