Filed: 11/4/2022ACC: 0001172661-22-002291
📋 What this filing means
SSI INVESTMENT MANAGEMENT LLC filed this quarterly 13F‑HR report disclosing 284 equity positions with a total reported market value of $1.49M. This filing provides a transparent view of the manager's long equity holdings as of the quarter end.
284
Positions
$1.49M
Total AUM (reported)
1.13B
Total Shares
Allocation by class
CORE S&P500 ETF$71.5K4.8%
NOTE 3/0$57.6K3.9%
NOTE 0.250% 5/1$53.9K3.6%
NOTE 1.250% 5/0$45.6K3.1%
NOTE 0.750% 7/0$36.1K2.4%
NOTE 3/1$36.0K2.4%
NOTE 8/1$35.1K2.4%
Portfolio Concentration
Top 3$166.1K11.1%
4–10$207.6K13.9%
11–25$251.6K16.9%
Rest$864.2K58.0%
Top 3 weight
11.1%
Top 10 weight
25.1%
Voting Authority Distribution
Total shares with voting rights: 1.13B
Sole
Full voting authority
1.13B
shares
% of voting shares100.0%
Shared
Joint voting authority
0.00
shares
% of voting shares0.0%
None
No voting authority
0.00
shares
% of voting shares0.0%
Investment Discretion (by position count)
Sole125
Shared0
Other159
Dominant voting typeSole · 100.0% of voting shares
Institutional Holdings284
Rows:
ISHARES TR
SOLEShares199.24K
TypeSH
Market value$71.5K
4.80%
Sole
199.24K
Shared
0.00
None
0.00
PIONEER NAT RES CO
DFNDShares22.63M
TypePRN
Market value$49.0K
3.29%
Sole
22.63M
Shared
0.00
None
0.00
SOUTHWEST AIRLS CO
DFNDShares39.93M
TypePRN
Market value$45.6K
3.06%
Sole
39.93M
Shared
0.00
None
0.00
PALO ALTO NETWORKS INC
DFNDShares19.48M
TypePRN
Market value$36.1K
2.42%
Sole
19.48M
Shared
0.00
None
0.00
DEXCOM INC
DFNDShares34.18M
TypePRN
Market value$31.5K
2.11%
Sole
34.18M
Shared
0.00
None
0.00
BOOKING HOLDINGS INC
DFNDShares25.78M
TypePRN
Market value$31.0K
2.08%
Sole
25.78M
Shared
0.00
None
0.00
NEXTERA ENERGY INC
DFNDShares601.47K
TypeSH
Market value$29.8K
2.00%
Sole
601.47K
Shared
0.00
None
0.00
ENPHASE ENERGY INC
DFNDShares23.55M
TypePRN
Market value$28.0K
1.88%
Sole
23.55M
Shared
0.00
None
0.00
ELEVANCE HEALTH INC
DFNDShares4.14M
TypePRN
Market value$26.8K
1.80%
Sole
4.14M
Shared
0.00
None
0.00
EXPEDIA GROUP INC
DFNDShares28.27M
TypePRN
Market value$24.4K
1.64%
Sole
28.27M
Shared
0.00
None
0.00
WELLS FARGO CO NEW
DFNDShares18.43K
TypeSH
Market value$22.1K
1.48%
Sole
18.43K
Shared
0.00
None
0.00
ETSY INC
DFNDShares22.71M
TypePRN
Market value$20.0K
1.34%
Sole
22.71M
Shared
0.00
None
0.00
ISHARES TR
SOLEShares205.89K
TypeSH
Market value$19.8K
1.33%
Sole
205.89K
Shared
0.00
None
0.00
SPLUNK INC
DFNDShares21.95M
TypePRN
Market value$19.3K
1.30%
Sole
21.95M
Shared
0.00
None
0.00
CLOUDFLARE INC
DFNDShares23.68M
TypePRN
Market value$18.4K
1.24%
Sole
23.68M
Shared
0.00
None
0.00
JAZZ INVESTMENTS I LTD
DFNDShares16.70M
TypePRN
Market value$17.9K
1.20%
Sole
16.70M
Shared
0.00
None
0.00
FORD MTR CO DEL
DFNDShares17.30M
TypePRN
Market value$15.8K
1.06%
Sole
17.30M
Shared
0.00
None
0.00
UBER TECHNOLOGIES INC
DFNDShares18.84M
TypePRN
Market value$15.6K
1.05%
Sole
18.84M
Shared
0.00
None
0.00
ON SEMICONDUCTOR CORP
DFNDShares11.58M
TypePRN
Market value$15.3K
1.03%
Sole
11.58M
Shared
0.00
None
0.00
VANGUARD STAR FDS
SOLEShares332.36K
TypeSH
Market value$15.2K
1.02%
Sole
332.36K
Shared
0.00
None
0.00
MICROCHIP TECHNOLOGY INC.
DFNDShares14.88M
TypePRN
Market value$15.1K
1.01%
Sole
14.88M
Shared
0.00
None
0.00
SAREPTA THERAPEUTICS INC
DFNDShares14.61M
TypePRN
Market value$15.0K
1.01%
Sole
14.61M
Shared
0.00
None
0.00
AKAMAI TECHNOLOGIES INC
DFNDShares15.67M
TypePRN
Market value$14.6K
0.98%
Sole
15.67M
Shared
0.00
None
0.00
BIOMARIN PHARMACEUTICAL INC
DFNDShares14.26M
TypePRN
Market value$14.1K
0.95%
Sole
14.26M
Shared
0.00
None
0.00
LUMENTUM HLDGS INC
DFNDShares14.48M
TypePRN
Market value$13.5K
0.91%
Sole
14.48M
Shared
0.00
None
0.00
| Issuer | Class | Shares | Type | Value / Portfolio % | Voting — Sole | Shared | None |
|---|---|---|---|---|---|---|---|
ISHARES TRSOLE | CORE S&P500 ETF | 199.24K | SH | $71.5K 4.80% | 199.24K | 0.00 | 0.00 |
PIONEER NAT RES CODFND | NOTE 0.250% 5/1 | 22.63M | PRN | $49.0K 3.29% | 22.63M | 0.00 | 0.00 |
SOUTHWEST AIRLS CODFND | NOTE 1.250% 5/0 | 39.93M | PRN | $45.6K 3.06% | 39.93M | 0.00 | 0.00 |
PALO ALTO NETWORKS INCDFND | NOTE 0.750% 7/0 | 19.48M | PRN | $36.1K 2.42% | 19.48M | 0.00 | 0.00 |
DEXCOM INCDFND | NOTE 0.250%11/1 | 34.18M | PRN | $31.5K 2.11% | 34.18M | 0.00 | 0.00 |
BOOKING HOLDINGS INCDFND | NOTE 0.750% 5/0 | 25.78M | PRN | $31.0K 2.08% | 25.78M | 0.00 | 0.00 |
NEXTERA ENERGY INCDFND | UNIT 03/01/2023 | 601.47K | SH | $29.8K 2.00% | 601.47K | 0.00 | 0.00 |
ENPHASE ENERGY INCDFND | NOTE 3/0 | 23.55M | PRN | $28.0K 1.88% | 23.55M | 0.00 | 0.00 |
ELEVANCE HEALTH INCDFND | NOTE 2.750%10/1 | 4.14M | PRN | $26.8K 1.80% | 4.14M | 0.00 | 0.00 |
EXPEDIA GROUP INCDFND | NOTE 2/1 | 28.27M | PRN | $24.4K 1.64% | 28.27M | 0.00 | 0.00 |
WELLS FARGO CO NEWDFND | PERP PFD CNV A | 18.43K | SH | $22.1K 1.48% | 18.43K | 0.00 | 0.00 |
ETSY INCDFND | NOTE 0.125% 9/0 | 22.71M | PRN | $20.0K 1.34% | 22.71M | 0.00 | 0.00 |
ISHARES TRSOLE | 7-10 YR TRSY BD | 205.89K | SH | $19.8K 1.33% | 205.89K | 0.00 | 0.00 |
SPLUNK INCDFND | NOTE 1.125% 9/1 | 21.95M | PRN | $19.3K 1.30% | 21.95M | 0.00 | 0.00 |
CLOUDFLARE INCDFND | NOTE 8/1 | 23.68M | PRN | $18.4K 1.24% | 23.68M | 0.00 | 0.00 |
JAZZ INVESTMENTS I LTDDFND | NOTE 2.000% 6/1 | 16.70M | PRN | $17.9K 1.20% | 16.70M | 0.00 | 0.00 |
FORD MTR CO DELDFND | NOTE 3/1 | 17.30M | PRN | $15.8K 1.06% | 17.30M | 0.00 | 0.00 |
UBER TECHNOLOGIES INCDFND | NOTE 12/1 | 18.84M | PRN | $15.6K 1.05% | 18.84M | 0.00 | 0.00 |
ON SEMICONDUCTOR CORPDFND | NOTE 5/0 | 11.58M | PRN | $15.3K 1.03% | 11.58M | 0.00 | 0.00 |
VANGUARD STAR FDSSOLE | VG TL INTL STK F | 332.36K | SH | $15.2K 1.02% | 332.36K | 0.00 | 0.00 |
MICROCHIP TECHNOLOGY INC.DFND | NOTE 0.125%11/1 | 14.88M | PRN | $15.1K 1.01% | 14.88M | 0.00 | 0.00 |
SAREPTA THERAPEUTICS INCDFND | DEBT 1.250% 9/1 | 14.61M | PRN | $15.0K 1.01% | 14.61M | 0.00 | 0.00 |
AKAMAI TECHNOLOGIES INCDFND | NOTE 0.375% 9/0 | 15.67M | PRN | $14.6K 0.98% | 15.67M | 0.00 | 0.00 |
BIOMARIN PHARMACEUTICAL INCDFND | NOTE 0.599% 8/0 | 14.26M | PRN | $14.1K 0.95% | 14.26M | 0.00 | 0.00 |
LUMENTUM HLDGS INCDFND | NOTE 0.500%12/1 | 14.48M | PRN | $13.5K 0.91% | 14.48M | 0.00 | 0.00 |
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