SSI INVESTMENT MANAGEMENT LLC

Filed: 8/9/2023ACC: 0001172661-23-002829

📋 What this filing means

SSI INVESTMENT MANAGEMENT LLC filed this quarterly 13F‑HR report disclosing 248 equity positions with a total reported market value of $1.43B. This filing provides a transparent view of the manager's long equity holdings as of the quarter end.

248

Positions

$1.43B

Total AUM (reported)

1.03B

Total Shares

Allocation by class

CORE S&P500 ETF$86.57M6.1%

NOTE 0.250% 5/1$43.38M3.0%

NOTE 0.375% 6/0$41.60M2.9%

NOTE 1.250% 5/0$40.92M2.9%

NOTE 3/1$35.90M2.5%

NOTE 0.750% 5/0$35.13M2.5%

NOTE 0.250%11/1$34.29M2.4%

Portfolio Concentration

Top 3$162.62M11.4%

4–10$191.17M13.4%

11–25$232.75M16.3%

Rest$838.97M58.9%

Top 3 weight

11.4%

Top 10 weight

24.8%

Voting Authority Distribution

Total shares with voting rights: 1.03B

Sole

Full voting authority

1.03B

% 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)

Sole248

Shared0

Other0

Dominant voting typeSole · 100.0% of voting shares

Institutional Holdings248

Rows:

ISHARES TR

SOLE

CORE S&P500 ETF

Shares194.22K

TypeSH

Market value$86.57M

6.07%

Sole

194.22K

Shared

0.00

None

0.00

SOUTHWEST AIRLS CO

SOLE

NOTE 1.250% 5/0

Shares35.69M

TypePRN

Market value$40.92M

2.87%

Sole

35.69M

Shared

0.00

None

0.00

BOOKING HOLDINGS INC

SOLE

NOTE 0.750% 5/0

Shares23.44M

TypePRN

Market value$35.13M

2.46%

Sole

23.44M

Shared

0.00

None

0.00

PIONEER NAT RES CO

SOLE

NOTE 0.250% 5/1

Shares15.71M

TypePRN

Market value$34.54M

2.42%

Sole

15.71M

Shared

0.00

None

0.00

DEXCOM INC

SOLE

NOTE 0.250%11/1

Shares32.12M

TypePRN

Market value$34.29M

2.41%

Sole

32.12M

Shared

0.00

None

0.00

PALO ALTO NETWORKS INC

SOLE

NOTE 0.375% 6/0

Shares12.66M

TypePRN

Market value$32.58M

2.29%

Sole

12.66M

Shared

0.00

None

0.00

WELLS FARGO CO NEW

SOLE

PERP PFD CNV A

Shares22.75K

TypeSH

Market value$26.22M

1.84%

Sole

22.75K

Shared

0.00

None

0.00

SNAP INC

SOLE

NOTE 0.125% 3/0

Shares31.84M

TypePRN

Market value$22.56M

1.58%

Sole

31.84M

Shared

0.00

None

0.00

ISHARES TR

SOLE

7-10 YR TRSY BD

Shares215.51K

TypeSH

Market value$20.82M

1.46%

Sole

215.51K

Shared

0.00

None

0.00

SPLUNK INC

SOLE

NOTE 1.125% 9/1

Shares20.15M

TypePRN

Market value$20.15M

1.41%

Sole

20.15M

Shared

0.00

None

0.00

VANGUARD STAR FDS

SOLE

VG TL INTL STK F

Shares355.06K

TypeSH

Market value$19.91M

1.40%

Sole

355.06K

Shared

0.00

None

0.00

NEXTERA ENERGY INC

SOLE

UNIT 09/01/2025

Shares439.44K

TypeSH

Market value$19.77M

1.39%

Sole

439.44K

Shared

0.00

None

0.00

FORD MTR CO DEL

SOLE

NOTE 3/1

Shares16.93M

TypePRN

Market value$18.54M

1.30%

Sole

16.93M

Shared

0.00

None

0.00

SHIFT4 PMTS INC

SOLE

NOTE 12/1

Shares15.86M

TypePRN

Market value$17.22M

1.21%

Sole

15.86M

Shared

0.00

None

0.00

CLOUDFLARE INC

SOLE

NOTE 8/1

Shares20M

TypePRN

Market value$16.97M

1.19%

Sole

20M

Shared

0.00

None

0.00

UBER TECHNOLOGIES INC

SOLE

NOTE 12/1

Shares17.13M

TypePRN

Market value$15.62M

1.10%

Sole

17.13M

Shared

0.00

None

0.00

MICROCHIP TECHNOLOGY INC.

SOLE

NOTE 0.125%11/1

Shares13.37M

TypePRN

Market value$15.13M

1.06%

Sole

13.37M

Shared

0.00

None

0.00

CONMED CORP

SOLE

NOTE 2.250% 6/1

Shares13.25M

TypePRN

Market value$14.78M

1.04%

Sole

13.25M

Shared

0.00

None

0.00

EXPEDIA GROUP INC

SOLE

NOTE 2/1

Shares16.68M

TypePRN

Market value$14.58M

1.02%

Sole

16.68M

Shared

0.00

None

0.00

SPDR SER TR

SOLE

BLOOMBERG 1-3 MO

Shares148.71K

TypeSH

Market value$13.65M

0.96%

Sole

148.71K

Shared

0.00

None

0.00

WESTERN DIGITAL CORP.

SOLE

NOTE 1.500% 2/0

Shares14.04M

TypePRN

Market value$13.61M

0.95%

Sole

14.04M

Shared

0.00

None

0.00

ZILLOW GROUP INC

SOLE

NOTE 2.750% 5/1

Shares12.88M

TypePRN

Market value$13.51M

0.95%

Sole

12.88M

Shared

0.00

None

0.00

AMERICAN AIRLINES GROUP INC

SOLE

NOTE 6.500% 7/0

Shares10.30M

TypePRN

Market value$13.20M

0.93%

Sole

10.30M

Shared

0.00

None

0.00

KKR & CO INC

SOLE

6% MCONV PFD C

Shares199.10K

TypeSH

Market value$13.15M

0.92%

Sole

199.10K

Shared

0.00

None

0.00

CYBERARK SOFTWARE LTD

SOLE

NOTE 11/1

Shares11.57M

TypePRN

Market value$13.10M

0.92%

Sole

11.57M

Shared

0.00

None

0.00

Issuer	Class	Shares	Type	Value / Portfolio %	Voting — Sole
ISHARES TRSOLE	CORE S&P500 ETF	194.22K	SH	$86.57M 6.07%	194.22K
SOUTHWEST AIRLS COSOLE	NOTE 1.250% 5/0	35.69M	PRN	$40.92M 2.87%	35.69M
BOOKING HOLDINGS INCSOLE	NOTE 0.750% 5/0	23.44M	PRN	$35.13M 2.46%	23.44M
PIONEER NAT RES COSOLE	NOTE 0.250% 5/1	15.71M	PRN	$34.54M 2.42%	15.71M
DEXCOM INCSOLE	NOTE 0.250%11/1	32.12M	PRN	$34.29M 2.41%	32.12M
PALO ALTO NETWORKS INCSOLE	NOTE 0.375% 6/0	12.66M	PRN	$32.58M 2.29%	12.66M
WELLS FARGO CO NEWSOLE	PERP PFD CNV A	22.75K	SH	$26.22M 1.84%	22.75K
SNAP INCSOLE	NOTE 0.125% 3/0	31.84M	PRN	$22.56M 1.58%	31.84M
ISHARES TRSOLE	7-10 YR TRSY BD	215.51K	SH	$20.82M 1.46%	215.51K
SPLUNK INCSOLE	NOTE 1.125% 9/1	20.15M	PRN	$20.15M 1.41%	20.15M
VANGUARD STAR FDSSOLE	VG TL INTL STK F	355.06K	SH	$19.91M 1.40%	355.06K
NEXTERA ENERGY INCSOLE	UNIT 09/01/2025	439.44K	SH	$19.77M 1.39%	439.44K
FORD MTR CO DELSOLE	NOTE 3/1	16.93M	PRN	$18.54M 1.30%	16.93M
SHIFT4 PMTS INCSOLE	NOTE 12/1	15.86M	PRN	$17.22M 1.21%	15.86M
CLOUDFLARE INCSOLE	NOTE 8/1	20M	PRN	$16.97M 1.19%	20M
UBER TECHNOLOGIES INCSOLE	NOTE 12/1	17.13M	PRN	$15.62M 1.10%	17.13M
MICROCHIP TECHNOLOGY INC.SOLE	NOTE 0.125%11/1	13.37M	PRN	$15.13M 1.06%	13.37M
CONMED CORPSOLE	NOTE 2.250% 6/1	13.25M	PRN	$14.78M 1.04%	13.25M
EXPEDIA GROUP INCSOLE	NOTE 2/1	16.68M	PRN	$14.58M 1.02%	16.68M
SPDR SER TRSOLE	BLOOMBERG 1-3 MO	148.71K	SH	$13.65M 0.96%	148.71K
WESTERN DIGITAL CORP.SOLE	NOTE 1.500% 2/0	14.04M	PRN	$13.61M 0.95%	14.04M
ZILLOW GROUP INCSOLE	NOTE 2.750% 5/1	12.88M	PRN	$13.51M 0.95%	12.88M
AMERICAN AIRLINES GROUP INCSOLE	NOTE 6.500% 7/0	10.30M	PRN	$13.20M 0.93%	10.30M
KKR & CO INCSOLE	6% MCONV PFD C	199.10K	SH	$13.15M 0.92%	199.10K
CYBERARK SOFTWARE LTDSOLE	NOTE 11/1	11.57M	PRN	$13.10M 0.92%	11.57M

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