SSI INVESTMENT MANAGEMENT LLC

Filed: 11/3/2023ACC: 0001172661-23-003612

📋 What this filing means

SSI INVESTMENT MANAGEMENT LLC filed this quarterly 13F‑HR report disclosing 236 equity positions with a total reported market value of $1.22B. This filing provides a transparent view of the manager's long equity holdings as of the quarter end.

236

Positions

$1.22B

Total AUM (reported)

921.49M

Total Shares

Allocation by class

CORE S&P500 ETF$82.82M6.8%

NOTE 0.250% 5/1$41.94M3.4%

NOTE 12/1$39.15M3.2%

NOTE 3/1$35.05M2.9%

NOTE 0.750% 5/0$31.40M2.6%

NOTE 0.375% 6/0$31.17M2.5%

NOTE 1.250% 5/0$27.79M2.3%

Portfolio Concentration

Top 3$148.30M12.1%

4–10$151.51M12.4%

11–25$196.97M16.1%

Rest$725.73M59.4%

Top 3 weight

12.1%

Top 10 weight

24.5%

Voting Authority Distribution

Total shares with voting rights: 921.49M

Sole

Full voting authority

921.49M

% 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)

Sole236

Shared0

Other0

Dominant voting typeSole · 100.0% of voting shares

Institutional Holdings236

Rows:

ISHARES TR

SOLE

CORE S&P500 ETF

Shares192.87K

TypeSH

Market value$82.82M

6.77%

Sole

192.87K

Shared

0.00

None

0.00

PIONEER NAT RES CO

SOLE

NOTE 0.250% 5/1

Shares13.91M

TypePRN

Market value$34.08M

2.79%

Sole

13.91M

Shared

0.00

None

0.00

BOOKING HOLDINGS INC

SOLE

NOTE 0.750% 5/0

Shares18.80M

TypePRN

Market value$31.40M

2.57%

Sole

18.80M

Shared

0.00

None

0.00

SOUTHWEST AIRLS CO

SOLE

NOTE 1.250% 5/0

Shares27.76M

TypePRN

Market value$27.79M

2.27%

Sole

27.76M

Shared

0.00

None

0.00

WELLS FARGO CO NEW

SOLE

PERP PFD CNV A

Shares21.07K

TypeSH

Market value$23.44M

1.92%

Sole

21.07K

Shared

0.00

None

0.00

PALO ALTO NETWORKS INC

SOLE

NOTE 0.375% 6/0

Shares9.92M

TypePRN

Market value$23.36M

1.91%

Sole

9.92M

Shared

0.00

None

0.00

SNAP INC

SOLE

NOTE 0.125% 3/0

Shares29.68M

TypePRN

Market value$20.45M

1.67%

Sole

29.68M

Shared

0.00

None

0.00

ISHARES TR

SOLE

7-10 YR TRSY BD

Shares215.15K

TypeSH

Market value$19.71M

1.61%

Sole

215.15K

Shared

0.00

None

0.00

VANGUARD STAR FDS

SOLE

VG TL INTL STK F

Shares353.81K

TypeSH

Market value$18.94M

1.55%

Sole

353.81K

Shared

0.00

None

0.00

UBER TECHNOLOGIES INC

SOLE

NOTE 12/1

Shares19.10M

TypePRN

Market value$17.81M

1.46%

Sole

19.10M

Shared

0.00

None

0.00

FORD MTR CO DEL

SOLE

NOTE 3/1

Shares17.51M

TypePRN

Market value$17.20M

1.41%

Sole

17.51M

Shared

0.00

None

0.00

DEXCOM INC

SOLE

NOTE 0.250%11/1

Shares17.21M

TypePRN

Market value$16.22M

1.33%

Sole

17.21M

Shared

0.00

None

0.00

ROYAL CARIBBEAN GROUP

SOLE

NOTE 6.000% 8/1

Shares7.96M

TypePRN

Market value$15.69M

1.28%

Sole

7.96M

Shared

0.00

None

0.00

APOLLO GLOBAL MGMT INC

SOLE

SER A MAND CNV

Shares285.50K

TypeSH

Market value$15.65M

1.28%

Sole

285.50K

Shared

0.00

None

0.00

WESTERN DIGITAL CORP.

SOLE

NOTE 1.500% 2/0

Shares14.97M

TypePRN

Market value$14.72M

1.20%

Sole

14.97M

Shared

0.00

None

0.00

SHIFT4 PMTS INC

SOLE

NOTE 12/1

Shares14.72M

TypePRN

Market value$14.48M

1.18%

Sole

14.72M

Shared

0.00

None

0.00

ZILLOW GROUP INC

SOLE

NOTE 2.750% 5/1

Shares12.03M

TypePRN

Market value$12.35M

1.01%

Sole

12.03M

Shared

0.00

None

0.00

CONMED CORP

SOLE

NOTE 2.250% 6/1

Shares12.93M

TypePRN

Market value$12.31M

1.01%

Sole

12.93M

Shared

0.00

None

0.00

BANK AMERICA CORP

SOLE

7.25%CNV PFD L

Shares11.06K

TypeSH

Market value$12.30M

1.01%

Sole

11.06K

Shared

0.00

None

0.00

EXACT SCIENCES CORP

SOLE

NOTE 0.375% 3/0

Shares13.54M

TypePRN

Market value$11.69M

0.96%

Sole

13.54M

Shared

0.00

None

0.00

ARES CAPITAL CORP

SOLE

NOTE 4.625% 3/0

Shares10.99M

TypePRN

Market value$11.14M

0.91%

Sole

10.99M

Shared

0.00

None

0.00

CABLE ONE INC

SOLE

NOTE 1.125% 3/1

Shares14.85M

TypePRN

Market value$11.05M

0.90%

Sole

14.85M

Shared

0.00

None

0.00

HELIX ENERGY SOLUTIONS GRP I

SOLE

NOTE 6.750% 2/1

Shares6.32M

TypePRN

Market value$10.88M

0.89%

Sole

6.32M

Shared

0.00

None

0.00

MONGODB INC

SOLE

NOTE 0.250% 1/1

Shares6.26M

TypePRN

Market value$10.70M

0.88%

Sole

6.26M

Shared

0.00

None

0.00

WAYFAIR INC

SOLE

NOTE 1.000% 8/1

Shares12.94M

TypePRN

Market value$10.58M

0.87%

Sole

12.94M

Shared

0.00

None

0.00

Issuer	Class	Shares	Type	Value / Portfolio %	Voting — Sole
ISHARES TRSOLE	CORE S&P500 ETF	192.87K	SH	$82.82M 6.77%	192.87K
PIONEER NAT RES COSOLE	NOTE 0.250% 5/1	13.91M	PRN	$34.08M 2.79%	13.91M
BOOKING HOLDINGS INCSOLE	NOTE 0.750% 5/0	18.80M	PRN	$31.40M 2.57%	18.80M
SOUTHWEST AIRLS COSOLE	NOTE 1.250% 5/0	27.76M	PRN	$27.79M 2.27%	27.76M
WELLS FARGO CO NEWSOLE	PERP PFD CNV A	21.07K	SH	$23.44M 1.92%	21.07K
PALO ALTO NETWORKS INCSOLE	NOTE 0.375% 6/0	9.92M	PRN	$23.36M 1.91%	9.92M
SNAP INCSOLE	NOTE 0.125% 3/0	29.68M	PRN	$20.45M 1.67%	29.68M
ISHARES TRSOLE	7-10 YR TRSY BD	215.15K	SH	$19.71M 1.61%	215.15K
VANGUARD STAR FDSSOLE	VG TL INTL STK F	353.81K	SH	$18.94M 1.55%	353.81K
UBER TECHNOLOGIES INCSOLE	NOTE 12/1	19.10M	PRN	$17.81M 1.46%	19.10M
FORD MTR CO DELSOLE	NOTE 3/1	17.51M	PRN	$17.20M 1.41%	17.51M
DEXCOM INCSOLE	NOTE 0.250%11/1	17.21M	PRN	$16.22M 1.33%	17.21M
ROYAL CARIBBEAN GROUPSOLE	NOTE 6.000% 8/1	7.96M	PRN	$15.69M 1.28%	7.96M
APOLLO GLOBAL MGMT INCSOLE	SER A MAND CNV	285.50K	SH	$15.65M 1.28%	285.50K
WESTERN DIGITAL CORP.SOLE	NOTE 1.500% 2/0	14.97M	PRN	$14.72M 1.20%	14.97M
SHIFT4 PMTS INCSOLE	NOTE 12/1	14.72M	PRN	$14.48M 1.18%	14.72M
ZILLOW GROUP INCSOLE	NOTE 2.750% 5/1	12.03M	PRN	$12.35M 1.01%	12.03M
CONMED CORPSOLE	NOTE 2.250% 6/1	12.93M	PRN	$12.31M 1.01%	12.93M
BANK AMERICA CORPSOLE	7.25%CNV PFD L	11.06K	SH	$12.30M 1.01%	11.06K
EXACT SCIENCES CORPSOLE	NOTE 0.375% 3/0	13.54M	PRN	$11.69M 0.96%	13.54M
ARES CAPITAL CORPSOLE	NOTE 4.625% 3/0	10.99M	PRN	$11.14M 0.91%	10.99M
CABLE ONE INCSOLE	NOTE 1.125% 3/1	14.85M	PRN	$11.05M 0.90%	14.85M
HELIX ENERGY SOLUTIONS GRP ISOLE	NOTE 6.750% 2/1	6.32M	PRN	$10.88M 0.89%	6.32M
MONGODB INCSOLE	NOTE 0.250% 1/1	6.26M	PRN	$10.70M 0.88%	6.26M
WAYFAIR INCSOLE	NOTE 1.000% 8/1	12.94M	PRN	$10.58M 0.87%	12.94M

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