Filed: 2/8/2024ACC: 0001172661-24-000600
📋 What this filing means
SSI INVESTMENT MANAGEMENT LLC filed this quarterly 13F‑HR report disclosing 253 equity positions with a total reported market value of $1.32B. This filing provides a transparent view of the manager's long equity holdings as of the quarter end.
253
Positions
$1.32B
Total AUM (reported)
922.65M
Total Shares
Allocation by class
CORE S&P500 ETF$88.19M6.7%
NOTE 3/1$48.66M3.7%
NOTE 0.375% 6/0$39.04M3.0%
NOTE 0.750% 5/0$34.26M2.6%
NOTE 2.750% 5/1$33.10M2.5%
NOTE 11/1$30.88M2.3%
COM$30.47M2.3%
Portfolio Concentration
Top 3$152.50M11.6%
4–10$162.39M12.3%
11–25$223.52M16.9%
Rest$780.56M59.2%
Top 3 weight
11.6%
Top 10 weight
23.9%
Voting Authority Distribution
Total shares with voting rights: 922.65M
Sole
Full voting authority
922.65M
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)
Sole253
Shared0
Other0
Dominant voting typeSole · 100.0% of voting shares
Institutional Holdings253
Rows:
ISHARES TR
SOLEShares184.63K
TypeSH
Market value$88.19M
6.69%
Sole
184.63K
Shared
0.00
None
0.00
BOOKING HOLDINGS INC
SOLEShares18.19M
TypePRN
Market value$34.26M
2.60%
Sole
18.19M
Shared
0.00
None
0.00
PALO ALTO NETWORKS INC
SOLEShares10.14M
TypePRN
Market value$30.05M
2.28%
Sole
10.14M
Shared
0.00
None
0.00
ZILLOW GROUP INC
SOLEShares25.78M
TypePRN
Market value$27.46M
2.08%
Sole
25.78M
Shared
0.00
None
0.00
FORD MTR CO DEL
SOLEShares27.44M
TypePRN
Market value$27.30M
2.07%
Sole
27.44M
Shared
0.00
None
0.00
PIONEER NAT RES CO
SOLEShares10.24M
TypePRN
Market value$24.88M
1.89%
Sole
10.24M
Shared
0.00
None
0.00
WELLS FARGO CO NEW
SOLEShares20.44K
TypeSH
Market value$24.43M
1.85%
Sole
20.44K
Shared
0.00
None
0.00
VANGUARD STAR FDS
SOLEShares350.93K
TypeSH
Market value$20.34M
1.54%
Sole
350.93K
Shared
0.00
None
0.00
ZSCALER INC
SOLEShares14.13M
TypePRN
Market value$19.49M
1.48%
Sole
14.13M
Shared
0.00
None
0.00
APOLLO GLOBAL MGMT INC
SOLEShares329.02K
TypeSH
Market value$18.49M
1.40%
Sole
329.02K
Shared
0.00
None
0.00
SNAP INC
SOLEShares22.35M
TypePRN
Market value$17.48M
1.33%
Sole
22.35M
Shared
0.00
None
0.00
WAYFAIR INC
SOLEShares20.02M
TypePRN
Market value$17.47M
1.32%
Sole
20.02M
Shared
0.00
None
0.00
DEXCOM INC
SOLEShares15.74M
TypePRN
Market value$16.44M
1.25%
Sole
15.74M
Shared
0.00
None
0.00
MONGODB INC
SOLEShares8.30M
TypePRN
Market value$16.40M
1.24%
Sole
8.30M
Shared
0.00
None
0.00
ROYAL CARIBBEAN GROUP
SOLEShares6.12M
TypePRN
Market value$16.29M
1.23%
Sole
6.12M
Shared
0.00
None
0.00
ISHARES TR
SOLEShares146.57K
TypeSH
Market value$16.22M
1.23%
Sole
146.57K
Shared
0.00
None
0.00
NEXTERA ENERGY INC
SOLEShares410.61K
TypeSH
Market value$15.65M
1.19%
Sole
410.61K
Shared
0.00
None
0.00
UBER TECHNOLOGIES INC
SOLEShares15.26M
TypePRN
Market value$15.52M
1.18%
Sole
15.26M
Shared
0.00
None
0.00
WESTERN DIGITAL CORP.
SOLEShares15.40M
TypePRN
Market value$15.14M
1.15%
Sole
15.40M
Shared
0.00
None
0.00
SHIFT4 PMTS INC
SOLEShares15.30M
TypePRN
Market value$14.26M
1.08%
Sole
15.30M
Shared
0.00
None
0.00
BANK AMERICA CORP
SOLEShares11.07K
TypeSH
Market value$13.34M
1.01%
Sole
11.07K
Shared
0.00
None
0.00
ISHARES TR
SOLEShares133.79K
TypeSH
Market value$12.90M
0.98%
Sole
133.79K
Shared
0.00
None
0.00
EXACT SCIENCES CORP
SOLEShares13.71M
TypePRN
Market value$12.82M
0.97%
Sole
13.71M
Shared
0.00
None
0.00
AFFIRM HLDGS INC
SOLEShares14.63M
TypePRN
Market value$11.96M
0.91%
Sole
14.63M
Shared
0.00
None
0.00
CYBERARK SOFTWARE LTD
SOLEShares8.22M
TypePRN
Market value$11.65M
0.88%
Sole
8.22M
Shared
0.00
None
0.00
| Issuer | Class | Shares | Type | Value / Portfolio % | Voting — Sole | Shared | None |
|---|---|---|---|---|---|---|---|
ISHARES TRSOLE | CORE S&P500 ETF | 184.63K | SH | $88.19M 6.69% | 184.63K | 0.00 | 0.00 |
BOOKING HOLDINGS INCSOLE | NOTE 0.750% 5/0 | 18.19M | PRN | $34.26M 2.60% | 18.19M | 0.00 | 0.00 |
PALO ALTO NETWORKS INCSOLE | NOTE 0.375% 6/0 | 10.14M | PRN | $30.05M 2.28% | 10.14M | 0.00 | 0.00 |
ZILLOW GROUP INCSOLE | NOTE 2.750% 5/1 | 25.78M | PRN | $27.46M 2.08% | 25.78M | 0.00 | 0.00 |
FORD MTR CO DELSOLE | NOTE 3/1 | 27.44M | PRN | $27.30M 2.07% | 27.44M | 0.00 | 0.00 |
PIONEER NAT RES COSOLE | NOTE 0.250% 5/1 | 10.24M | PRN | $24.88M 1.89% | 10.24M | 0.00 | 0.00 |
WELLS FARGO CO NEWSOLE | PERP PFD CNV A | 20.44K | SH | $24.43M 1.85% | 20.44K | 0.00 | 0.00 |
VANGUARD STAR FDSSOLE | VG TL INTL STK F | 350.93K | SH | $20.34M 1.54% | 350.93K | 0.00 | 0.00 |
ZSCALER INCSOLE | NOTE 0.125% 7/0 | 14.13M | PRN | $19.49M 1.48% | 14.13M | 0.00 | 0.00 |
APOLLO GLOBAL MGMT INCSOLE | SER A MAND CNV | 329.02K | SH | $18.49M 1.40% | 329.02K | 0.00 | 0.00 |
SNAP INCSOLE | NOTE 0.125% 3/0 | 22.35M | PRN | $17.48M 1.33% | 22.35M | 0.00 | 0.00 |
WAYFAIR INCSOLE | NOTE 1.000% 8/1 | 20.02M | PRN | $17.47M 1.32% | 20.02M | 0.00 | 0.00 |
DEXCOM INCSOLE | NOTE 0.250%11/1 | 15.74M | PRN | $16.44M 1.25% | 15.74M | 0.00 | 0.00 |
MONGODB INCSOLE | NOTE 0.250% 1/1 | 8.30M | PRN | $16.40M 1.24% | 8.30M | 0.00 | 0.00 |
ROYAL CARIBBEAN GROUPSOLE | NOTE 6.000% 8/1 | 6.12M | PRN | $16.29M 1.23% | 6.12M | 0.00 | 0.00 |
ISHARES TRSOLE | IBOXX INV CP ETF | 146.57K | SH | $16.22M 1.23% | 146.57K | 0.00 | 0.00 |
NEXTERA ENERGY INCSOLE | UNIT 09/01/2025 | 410.61K | SH | $15.65M 1.19% | 410.61K | 0.00 | 0.00 |
UBER TECHNOLOGIES INCSOLE | NOTE 12/1 | 15.26M | PRN | $15.52M 1.18% | 15.26M | 0.00 | 0.00 |
WESTERN DIGITAL CORP.SOLE | NOTE 1.500% 2/0 | 15.40M | PRN | $15.14M 1.15% | 15.40M | 0.00 | 0.00 |
SHIFT4 PMTS INCSOLE | NOTE 0.500% 8/0 | 15.30M | PRN | $14.26M 1.08% | 15.30M | 0.00 | 0.00 |
BANK AMERICA CORPSOLE | 7.25%CNV PFD L | 11.07K | SH | $13.34M 1.01% | 11.07K | 0.00 | 0.00 |
ISHARES TRSOLE | 7-10 YR TRSY BD | 133.79K | SH | $12.90M 0.98% | 133.79K | 0.00 | 0.00 |
EXACT SCIENCES CORPSOLE | NOTE 0.375% 3/0 | 13.71M | PRN | $12.82M 0.97% | 13.71M | 0.00 | 0.00 |
AFFIRM HLDGS INCSOLE | NOTE 11/1 | 14.63M | PRN | $11.96M 0.91% | 14.63M | 0.00 | 0.00 |
CYBERARK SOFTWARE LTDSOLE | NOTE 11/1 | 8.22M | PRN | $11.65M 0.88% | 8.22M | 0.00 | 0.00 |
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