Filed: 5/15/2023ACC: 0001172661-23-002229
📋 What this filing means
SSI INVESTMENT MANAGEMENT LLC filed this quarterly 13F‑HR report disclosing 256 equity positions with a total reported market value of $1.42B. This filing provides a transparent view of the manager's long equity holdings as of the quarter end.
256
Positions
$1.42B
Total AUM (reported)
1.03B
Total Shares
Allocation by class
CORE S&P500 ETF$73.81M5.2%
NOTE 0.250% 5/1$45.92M3.2%
NOTE 0.375% 6/0$44.31M3.1%
NOTE 1.250% 5/0$42.43M3.0%
NOTE 0.750% 5/0$40.37M2.8%
NOTE 3/0$38.27M2.7%
NOTE 0.125% 3/0$36.96M2.6%
Portfolio Concentration
Top 3$156.61M11.0%
4–10$210.47M14.8%
11–25$254.87M17.9%
Rest$801.96M56.3%
Top 3 weight
11.0%
Top 10 weight
25.8%
Voting Authority Distribution
Total shares with voting rights: 1.03B
Sole
Full voting authority
1.03B
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)
Sole256
Shared0
Other0
Dominant voting typeSole · 100.0% of voting shares
Institutional Holdings256
Rows:
ISHARES TR
SOLEShares179.55K
TypeSH
Market value$73.81M
5.18%
Sole
179.55K
Shared
0.00
None
0.00
SOUTHWEST AIRLS CO
SOLEShares37.35M
TypePRN
Market value$42.43M
2.98%
Sole
37.35M
Shared
0.00
None
0.00
BOOKING HOLDINGS INC
SOLEShares26.96M
TypePRN
Market value$40.37M
2.84%
Sole
26.96M
Shared
0.00
None
0.00
PALO ALTO NETWORKS INC
SOLEShares19.46M
TypePRN
Market value$39.24M
2.76%
Sole
19.46M
Shared
0.00
None
0.00
PIONEER NAT RES CO
SOLEShares18.07M
TypePRN
Market value$38.59M
2.71%
Sole
18.07M
Shared
0.00
None
0.00
DEXCOM INC
SOLEShares32.55M
TypePRN
Market value$34.87M
2.45%
Sole
32.55M
Shared
0.00
None
0.00
WELLS FARGO CO NEW
SOLEShares23.03K
TypeSH
Market value$26.54M
1.86%
Sole
23.03K
Shared
0.00
None
0.00
ETSY INC
SOLEShares27.66M
TypePRN
Market value$24.88M
1.75%
Sole
27.66M
Shared
0.00
None
0.00
NEXTERA ENERGY INC
SOLEShares521.14K
TypeSH
Market value$24.04M
1.69%
Sole
521.14K
Shared
0.00
None
0.00
SNAP INC
SOLEShares31.81M
TypePRN
Market value$22.32M
1.57%
Sole
31.81M
Shared
0.00
None
0.00
VANGUARD STAR FDS
SOLEShares365.79K
TypeSH
Market value$20.20M
1.42%
Sole
365.79K
Shared
0.00
None
0.00
SPLUNK INC
SOLEShares20.27M
TypePRN
Market value$19.62M
1.38%
Sole
20.27M
Shared
0.00
None
0.00
SHIFT4 PMTS INC
SOLEShares16.29M
TypePRN
Market value$19.03M
1.34%
Sole
16.29M
Shared
0.00
None
0.00
ISHARES TR
SOLEShares191.13K
TypeSH
Market value$18.94M
1.33%
Sole
191.13K
Shared
0.00
None
0.00
MICROCHIP TECHNOLOGY INC.
SOLEShares16.95M
TypePRN
Market value$18.92M
1.33%
Sole
16.95M
Shared
0.00
None
0.00
JAZZ INVESTMENTS I LTD
SOLEShares16.98M
TypePRN
Market value$18.81M
1.32%
Sole
16.98M
Shared
0.00
None
0.00
ENPHASE ENERGY INC
SOLEShares16.86M
TypePRN
Market value$17.48M
1.23%
Sole
16.86M
Shared
0.00
None
0.00
CLOUDFLARE INC
SOLEShares20.17M
TypePRN
Market value$17.03M
1.20%
Sole
20.17M
Shared
0.00
None
0.00
SPDR SER TR
SOLEShares176.28K
TypeSH
Market value$16.19M
1.14%
Sole
176.28K
Shared
0.00
None
0.00
EXPEDIA GROUP INC
SOLEShares17.39M
TypePRN
Market value$15.57M
1.09%
Sole
17.39M
Shared
0.00
None
0.00
UBER TECHNOLOGIES INC
SOLEShares17.29M
TypePRN
Market value$15.21M
1.07%
Sole
17.29M
Shared
0.00
None
0.00
BLOCK INC
SOLEShares15.32M
TypePRN
Market value$14.64M
1.03%
Sole
15.32M
Shared
0.00
None
0.00
TRANSOCEAN INC
SOLEShares9.88M
TypePRN
Market value$14.53M
1.02%
Sole
9.88M
Shared
0.00
None
0.00
BIOMARIN PHARMACEUTICAL INC
SOLEShares14.02M
TypePRN
Market value$14.38M
1.01%
Sole
14.02M
Shared
0.00
None
0.00
WESTERN DIGITAL CORP.
SOLEShares14.87M
TypePRN
Market value$14.33M
1.01%
Sole
14.87M
Shared
0.00
None
0.00
| Issuer | Class | Shares | Type | Value / Portfolio % | Voting — Sole | Shared | None |
|---|---|---|---|---|---|---|---|
ISHARES TRSOLE | CORE S&P500 ETF | 179.55K | SH | $73.81M 5.18% | 179.55K | 0.00 | 0.00 |
SOUTHWEST AIRLS COSOLE | NOTE 1.250% 5/0 | 37.35M | PRN | $42.43M 2.98% | 37.35M | 0.00 | 0.00 |
BOOKING HOLDINGS INCSOLE | NOTE 0.750% 5/0 | 26.96M | PRN | $40.37M 2.84% | 26.96M | 0.00 | 0.00 |
PALO ALTO NETWORKS INCSOLE | NOTE 0.375% 6/0 | 19.46M | PRN | $39.24M 2.76% | 19.46M | 0.00 | 0.00 |
PIONEER NAT RES COSOLE | NOTE 0.250% 5/1 | 18.07M | PRN | $38.59M 2.71% | 18.07M | 0.00 | 0.00 |
DEXCOM INCSOLE | NOTE 0.250%11/1 | 32.55M | PRN | $34.87M 2.45% | 32.55M | 0.00 | 0.00 |
WELLS FARGO CO NEWSOLE | PERP PFD CNV A | 23.03K | SH | $26.54M 1.86% | 23.03K | 0.00 | 0.00 |
ETSY INCSOLE | NOTE 0.125% 9/0 | 27.66M | PRN | $24.88M 1.75% | 27.66M | 0.00 | 0.00 |
NEXTERA ENERGY INCSOLE | UNIT 09/01/2025 | 521.14K | SH | $24.04M 1.69% | 521.14K | 0.00 | 0.00 |
SNAP INCSOLE | NOTE 0.125% 3/0 | 31.81M | PRN | $22.32M 1.57% | 31.81M | 0.00 | 0.00 |
VANGUARD STAR FDSSOLE | VG TL INTL STK F | 365.79K | SH | $20.20M 1.42% | 365.79K | 0.00 | 0.00 |
SPLUNK INCSOLE | NOTE 1.125% 9/1 | 20.27M | PRN | $19.62M 1.38% | 20.27M | 0.00 | 0.00 |
SHIFT4 PMTS INCSOLE | NOTE 12/1 | 16.29M | PRN | $19.03M 1.34% | 16.29M | 0.00 | 0.00 |
ISHARES TRSOLE | 7-10 YR TRSY BD | 191.13K | SH | $18.94M 1.33% | 191.13K | 0.00 | 0.00 |
MICROCHIP TECHNOLOGY INC.SOLE | NOTE 0.125%11/1 | 16.95M | PRN | $18.92M 1.33% | 16.95M | 0.00 | 0.00 |
JAZZ INVESTMENTS I LTDSOLE | NOTE 2.000% 6/1 | 16.98M | PRN | $18.81M 1.32% | 16.98M | 0.00 | 0.00 |
ENPHASE ENERGY INCSOLE | NOTE 3/0 | 16.86M | PRN | $17.48M 1.23% | 16.86M | 0.00 | 0.00 |
CLOUDFLARE INCSOLE | NOTE 8/1 | 20.17M | PRN | $17.03M 1.20% | 20.17M | 0.00 | 0.00 |
SPDR SER TRSOLE | BLOOMBERG 1-3 MO | 176.28K | SH | $16.19M 1.14% | 176.28K | 0.00 | 0.00 |
EXPEDIA GROUP INCSOLE | NOTE 2/1 | 17.39M | PRN | $15.57M 1.09% | 17.39M | 0.00 | 0.00 |
UBER TECHNOLOGIES INCSOLE | NOTE 12/1 | 17.29M | PRN | $15.21M 1.07% | 17.29M | 0.00 | 0.00 |
BLOCK INCSOLE | NOTE 0.125% 3/0 | 15.32M | PRN | $14.64M 1.03% | 15.32M | 0.00 | 0.00 |
TRANSOCEAN INCSOLE | DEB 4.000%12/1 | 9.88M | PRN | $14.53M 1.02% | 9.88M | 0.00 | 0.00 |
BIOMARIN PHARMACEUTICAL INCSOLE | NOTE 0.599% 8/0 | 14.02M | PRN | $14.38M 1.01% | 14.02M | 0.00 | 0.00 |
WESTERN DIGITAL CORP.SOLE | NOTE 1.500% 2/0 | 14.87M | PRN | $14.33M 1.01% | 14.87M | 0.00 | 0.00 |
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