SSI INVESTMENT MANAGEMENT LLC

Filed: 2/13/2023ACC: 0001172661-23-000806

📋 What this filing means

SSI INVESTMENT MANAGEMENT LLC filed this quarterly 13F‑HR report disclosing 304 equity positions with a total reported market value of $1.58B. This filing provides a transparent view of the manager's long equity holdings as of the quarter end.

304

Positions

$1.58B

Total AUM (reported)

1.15B

Total Shares

Allocation by class

CORE S&P500 ETF$76.41M4.8%

NOTE 0.250% 5/1$56.62M3.6%

NOTE 3/0$54.99M3.5%

NOTE 1.250% 5/0$40.91M2.6%

NOTE 0.125% 9/0$40.45M2.6%

COM$39.09M2.5%

NOTE 0.750% 5/0$36.79M2.3%

Portfolio Concentration

Top 3$167.32M10.6%

4–10$209.55M13.3%

11–25$277.11M17.6%

Rest$923.76M58.5%

Top 3 weight

10.6%

Top 10 weight

23.9%

Voting Authority Distribution

Total shares with voting rights: 1.15B

Sole

Full voting authority

1.15B

% of voting shares100.0%

Shared

Joint voting authority

0.00

% of voting shares0.0%

None

No voting authority

0.00

% of voting shares0.0%

Investment Discretion (by position count)

Sole137

Shared0

Other167

Dominant voting typeSole · 100.0% of voting shares

Institutional Holdings304

Rows:

ISHARES TR

SOLE

CORE S&P500 ETF

Shares198.87K

TypeSH

Market value$76.41M

4.84%

Sole

198.87K

Shared

0.00

None

0.00

PIONEER NAT RES CO

DFND

NOTE 0.250% 5/1

Shares21.44M

TypePRN

Market value$50.01M

3.17%

Sole

21.44M

Shared

0.00

None

0.00

SOUTHWEST AIRLS CO

DFND

NOTE 1.250% 5/0

Shares34.06M

TypePRN

Market value$40.91M

2.59%

Sole

34.06M

Shared

0.00

None

0.00

BOOKING HOLDINGS INC

DFND

NOTE 0.750% 5/0

Shares27.62M

TypePRN

Market value$36.79M

2.33%

Sole

27.62M

Shared

0.00

None

0.00

DEXCOM INC

DFND

NOTE 0.250%11/1

Shares33.16M

TypePRN

Market value$36.06M

2.29%

Sole

33.16M

Shared

0.00

None

0.00

ELEVANCE HEALTH INC

DFND

NOTE 2.750%10/1

Shares4.09M

TypePRN

Market value$29.88M

1.89%

Sole

4.09M

Shared

0.00

None

0.00

ETSY INC

DFND

NOTE 0.125% 9/0

Shares27.93M

TypePRN

Market value$27.87M

1.77%

Sole

27.93M

Shared

0.00

None

0.00

WELLS FARGO CO NEW

DFND

PERP PFD CNV A

Shares23.32K

TypeSH

Market value$27.64M

1.75%

Sole

23.32K

Shared

0.00

None

0.00

NEXTERA ENERGY INC

DFND

UNIT 03/01/2023

Shares508.06K

TypeSH

Market value$25.69M

1.63%

Sole

508.06K

Shared

0.00

None

0.00

PALO ALTO NETWORKS INC

DFND

NOTE 0.750% 7/0

Shares16.22M

TypePRN

Market value$25.63M

1.62%

Sole

16.22M

Shared

0.00

None

0.00

ENPHASE ENERGY INC

DFND

NOTE 3/0

Shares21.72M

TypePRN

Market value$25.40M

1.61%

Sole

21.72M

Shared

0.00

None

0.00

VANGUARD STAR FDS

SOLE

VG TL INTL STK F

Shares490.36K

TypeSH

Market value$25.36M

1.61%

Sole

490.36K

Shared

0.00

None

0.00

EXPEDIA GROUP INC

DFND

NOTE 2/1

Shares26.33M

TypePRN

Market value$22.94M

1.45%

Sole

26.33M

Shared

0.00

None

0.00

SAREPTA THERAPEUTICS INC

DFND

DEBT 1.250% 9/1

Shares19.47M

TypePRN

Market value$22.44M

1.42%

Sole

19.47M

Shared

0.00

None

0.00

JAZZ INVESTMENTS I LTD

DFND

NOTE 2.000% 6/1

Shares17.36M

TypePRN

Market value$20.64M

1.31%

Sole

17.36M

Shared

0.00

None

0.00

SPLUNK INC

DFND

NOTE 1.125% 9/1

Shares21.24M

TypePRN

Market value$19.99M

1.27%

Sole

21.24M

Shared

0.00

None

0.00

CLOUDFLARE INC

DFND

NOTE 8/1

Shares22.93M

TypePRN

Market value$18.68M

1.18%

Sole

22.93M

Shared

0.00

None

0.00

ISHARES TR

SOLE

7-10 YR TRSY BD

Shares175.67K

TypeSH

Market value$16.83M

1.07%

Sole

175.67K

Shared

0.00

None

0.00

WESTERN DIGITAL CORP.

DFND

NOTE 1.500% 2/0

Shares16.72M

TypePRN

Market value$15.93M

1.01%

Sole

16.72M

Shared

0.00

None

0.00

MICROCHIP TECHNOLOGY INC.

DFND

NOTE 0.125%11/1

Shares14.66M

TypePRN

Market value$15.73M

1.00%

Sole

14.66M

Shared

0.00

None

0.00

DANAHER CORPORATION

DFND

5% CONV PFD B

Shares11.47K

TypeSH

Market value$15.57M

0.99%

Sole

11.47K

Shared

0.00

None

0.00

UBER TECHNOLOGIES INC

DFND

NOTE 12/1

Shares17.93M

TypePRN

Market value$15.10M

0.96%

Sole

17.93M

Shared

0.00

None

0.00

BIOMARIN PHARMACEUTICAL INC

DFND

NOTE 0.599% 8/0

Shares13.93M

TypePRN

Market value$14.78M

0.94%

Sole

13.93M

Shared

0.00

None

0.00

AKAMAI TECHNOLOGIES INC

DFND

NOTE 0.375% 9/0

Shares15.13M

TypePRN

Market value$14.57M

0.92%

Sole

15.13M

Shared

0.00

None

0.00

FORD MTR CO DEL

DFND

NOTE 3/1

Shares13.94M

TypePRN

Market value$13.15M

0.83%

Sole

13.94M

Shared

0.00

None

0.00

Issuer	Class	Shares	Type	Value / Portfolio %	Voting — Sole
ISHARES TRSOLE	CORE S&P500 ETF	198.87K	SH	$76.41M 4.84%	198.87K
PIONEER NAT RES CODFND	NOTE 0.250% 5/1	21.44M	PRN	$50.01M 3.17%	21.44M
SOUTHWEST AIRLS CODFND	NOTE 1.250% 5/0	34.06M	PRN	$40.91M 2.59%	34.06M
BOOKING HOLDINGS INCDFND	NOTE 0.750% 5/0	27.62M	PRN	$36.79M 2.33%	27.62M
DEXCOM INCDFND	NOTE 0.250%11/1	33.16M	PRN	$36.06M 2.29%	33.16M
ELEVANCE HEALTH INCDFND	NOTE 2.750%10/1	4.09M	PRN	$29.88M 1.89%	4.09M
ETSY INCDFND	NOTE 0.125% 9/0	27.93M	PRN	$27.87M 1.77%	27.93M
WELLS FARGO CO NEWDFND	PERP PFD CNV A	23.32K	SH	$27.64M 1.75%	23.32K
NEXTERA ENERGY INCDFND	UNIT 03/01/2023	508.06K	SH	$25.69M 1.63%	508.06K
PALO ALTO NETWORKS INCDFND	NOTE 0.750% 7/0	16.22M	PRN	$25.63M 1.62%	16.22M
ENPHASE ENERGY INCDFND	NOTE 3/0	21.72M	PRN	$25.40M 1.61%	21.72M
VANGUARD STAR FDSSOLE	VG TL INTL STK F	490.36K	SH	$25.36M 1.61%	490.36K
EXPEDIA GROUP INCDFND	NOTE 2/1	26.33M	PRN	$22.94M 1.45%	26.33M
SAREPTA THERAPEUTICS INCDFND	DEBT 1.250% 9/1	19.47M	PRN	$22.44M 1.42%	19.47M
JAZZ INVESTMENTS I LTDDFND	NOTE 2.000% 6/1	17.36M	PRN	$20.64M 1.31%	17.36M
SPLUNK INCDFND	NOTE 1.125% 9/1	21.24M	PRN	$19.99M 1.27%	21.24M
CLOUDFLARE INCDFND	NOTE 8/1	22.93M	PRN	$18.68M 1.18%	22.93M
ISHARES TRSOLE	7-10 YR TRSY BD	175.67K	SH	$16.83M 1.07%	175.67K
WESTERN DIGITAL CORP.DFND	NOTE 1.500% 2/0	16.72M	PRN	$15.93M 1.01%	16.72M
MICROCHIP TECHNOLOGY INC.DFND	NOTE 0.125%11/1	14.66M	PRN	$15.73M 1.00%	14.66M
DANAHER CORPORATIONDFND	5% CONV PFD B	11.47K	SH	$15.57M 0.99%	11.47K
UBER TECHNOLOGIES INCDFND	NOTE 12/1	17.93M	PRN	$15.10M 0.96%	17.93M
BIOMARIN PHARMACEUTICAL INCDFND	NOTE 0.599% 8/0	13.93M	PRN	$14.78M 0.94%	13.93M
AKAMAI TECHNOLOGIES INCDFND	NOTE 0.375% 9/0	15.13M	PRN	$14.57M 0.92%	15.13M
FORD MTR CO DELDFND	NOTE 3/1	13.94M	PRN	$13.15M 0.83%	13.94M

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