Filed: 5/14/2024ACC: 0001172661-24-002291
📋 What this filing means
SSI INVESTMENT MANAGEMENT LLC filed this quarterly 13F‑HR report disclosing 252 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.
252
Positions
$1.32B
Total AUM (reported)
881.89M
Total Shares
Allocation by class
CORE S&P500 ETF$92.67M7.0%
NOTE 3/1$53.28M4.0%
NOTE 0.750% 5/0$35.41M2.7%
COM$34.76M2.6%
NOTE 2/1$33.91M2.6%
NOTE 11/1$30.89M2.3%
NOTE 0.375% 6/0$25.22M1.9%
Portfolio Concentration
Top 3$158.27M12.0%
4–10$145.54M11.0%
11–25$234.16M17.7%
Rest$785.43M59.3%
Top 3 weight
12.0%
Top 10 weight
23.0%
Voting Authority Distribution
Total shares with voting rights: 881.89M
Sole
Full voting authority
881.89M
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)
Sole252
Shared0
Other0
Dominant voting typeSole · 100.0% of voting shares
Institutional Holdings252
Rows:
ISHARES TR
SOLEShares176.26K
TypeSH
Market value$92.67M
7.00%
Sole
176.26K
Shared
0.00
None
0.00
BOOKING HOLDINGS INC
SOLEShares18.35M
TypePRN
Market value$35.41M
2.68%
Sole
18.35M
Shared
0.00
None
0.00
FORD MTR CO DEL
SOLEShares29.21M
TypePRN
Market value$30.19M
2.28%
Sole
29.21M
Shared
0.00
None
0.00
WELLS FARGO CO NEW
SOLEShares20.70K
TypeSH
Market value$25.01M
1.89%
Sole
20.70K
Shared
0.00
None
0.00
PIONEER NAT RES CO
SOLEShares8.12M
TypePRN
Market value$23.23M
1.76%
Sole
8.12M
Shared
0.00
None
0.00
BANK AMERICA CORP
SOLEShares17.26K
TypeSH
Market value$20.60M
1.56%
Sole
17.26K
Shared
0.00
None
0.00
APOLLO GLOBAL MGMT INC
SOLEShares320.98K
TypeSH
Market value$20.57M
1.55%
Sole
320.98K
Shared
0.00
None
0.00
MICROSTRATEGY INC
SOLEShares14.43M
TypePRN
Market value$19.64M
1.48%
Sole
14.43M
Shared
0.00
None
0.00
WAYFAIR INC
SOLEShares19.92M
TypePRN
Market value$18.39M
1.39%
Sole
19.92M
Shared
0.00
None
0.00
PALO ALTO NETWORKS INC
SOLEShares6.34M
TypePRN
Market value$18.09M
1.37%
Sole
6.34M
Shared
0.00
None
0.00
VANGUARD STAR FDS
SOLEShares287.43K
TypeSH
Market value$17.33M
1.31%
Sole
287.43K
Shared
0.00
None
0.00
ZILLOW GROUP INC
SOLEShares16.37M
TypePRN
Market value$17.29M
1.31%
Sole
16.37M
Shared
0.00
None
0.00
AKAMAI TECHNOLOGIES INC
SOLEShares14.60M
TypePRN
Market value$17.22M
1.30%
Sole
14.60M
Shared
0.00
None
0.00
DEXCOM INC
SOLEShares15.41M
TypePRN
Market value$16.92M
1.28%
Sole
15.41M
Shared
0.00
None
0.00
UBER TECHNOLOGIES INC
SOLEShares14.81M
TypePRN
Market value$16.63M
1.26%
Sole
14.81M
Shared
0.00
None
0.00
ISHARES TR
SOLEShares150.13K
TypeSH
Market value$16.35M
1.24%
Sole
150.13K
Shared
0.00
None
0.00
ROYAL CARIBBEAN GROUP
SOLEShares5.72M
TypePRN
Market value$16.24M
1.23%
Sole
5.72M
Shared
0.00
None
0.00
NEXTERA ENERGY INC
SOLEShares411.58K
TypeSH
Market value$16.24M
1.23%
Sole
411.58K
Shared
0.00
None
0.00
ON SEMICONDUCTOR CORP
SOLEShares16.10M
TypePRN
Market value$15.84M
1.20%
Sole
16.10M
Shared
0.00
None
0.00
INTEGER HLDGS CORP
SOLEShares10.25M
TypePRN
Market value$14.79M
1.12%
Sole
10.25M
Shared
0.00
None
0.00
SOUTHWEST AIRLS CO
SOLEShares14.45M
TypePRN
Market value$14.63M
1.11%
Sole
14.45M
Shared
0.00
None
0.00
DATADOG INC
SOLEShares10.29M
TypePRN
Market value$14.50M
1.10%
Sole
10.29M
Shared
0.00
None
0.00
MONGODB INC
SOLEShares7.78M
TypePRN
Market value$13.63M
1.03%
Sole
7.78M
Shared
0.00
None
0.00
SHIFT4 PMTS INC
SOLEShares14.47M
TypePRN
Market value$13.42M
1.01%
Sole
14.47M
Shared
0.00
None
0.00
SNAP INC
SOLEShares17.30M
TypePRN
Market value$13.14M
0.99%
Sole
17.30M
Shared
0.00
None
0.00
| Issuer | Class | Shares | Type | Value / Portfolio % | Voting — Sole | Shared | None |
|---|---|---|---|---|---|---|---|
ISHARES TRSOLE | CORE S&P500 ETF | 176.26K | SH | $92.67M 7.00% | 176.26K | 0.00 | 0.00 |
BOOKING HOLDINGS INCSOLE | NOTE 0.750% 5/0 | 18.35M | PRN | $35.41M 2.68% | 18.35M | 0.00 | 0.00 |
FORD MTR CO DELSOLE | NOTE 3/1 | 29.21M | PRN | $30.19M 2.28% | 29.21M | 0.00 | 0.00 |
WELLS FARGO CO NEWSOLE | PERP PFD CNV A | 20.70K | SH | $25.01M 1.89% | 20.70K | 0.00 | 0.00 |
PIONEER NAT RES COSOLE | NOTE 0.250% 5/1 | 8.12M | PRN | $23.23M 1.76% | 8.12M | 0.00 | 0.00 |
BANK AMERICA CORPSOLE | 7.25%CNV PFD L | 17.26K | SH | $20.60M 1.56% | 17.26K | 0.00 | 0.00 |
APOLLO GLOBAL MGMT INCSOLE | SER A MAND CNV | 320.98K | SH | $20.57M 1.55% | 320.98K | 0.00 | 0.00 |
MICROSTRATEGY INCSOLE | NOTE 2/1 | 14.43M | PRN | $19.64M 1.48% | 14.43M | 0.00 | 0.00 |
WAYFAIR INCSOLE | NOTE 1.000% 8/1 | 19.92M | PRN | $18.39M 1.39% | 19.92M | 0.00 | 0.00 |
PALO ALTO NETWORKS INCSOLE | NOTE 0.375% 6/0 | 6.34M | PRN | $18.09M 1.37% | 6.34M | 0.00 | 0.00 |
VANGUARD STAR FDSSOLE | VG TL INTL STK F | 287.43K | SH | $17.33M 1.31% | 287.43K | 0.00 | 0.00 |
ZILLOW GROUP INCSOLE | NOTE 2.750% 5/1 | 16.37M | PRN | $17.29M 1.31% | 16.37M | 0.00 | 0.00 |
AKAMAI TECHNOLOGIES INCSOLE | NOTE 0.125% 5/0 | 14.60M | PRN | $17.22M 1.30% | 14.60M | 0.00 | 0.00 |
DEXCOM INCSOLE | NOTE 0.250%11/1 | 15.41M | PRN | $16.92M 1.28% | 15.41M | 0.00 | 0.00 |
UBER TECHNOLOGIES INCSOLE | NOTE 12/1 | 14.81M | PRN | $16.63M 1.26% | 14.81M | 0.00 | 0.00 |
ISHARES TRSOLE | IBOXX INV CP ETF | 150.13K | SH | $16.35M 1.24% | 150.13K | 0.00 | 0.00 |
ROYAL CARIBBEAN GROUPSOLE | NOTE 6.000% 8/1 | 5.72M | PRN | $16.24M 1.23% | 5.72M | 0.00 | 0.00 |
NEXTERA ENERGY INCSOLE | UNIT 09/01/2025 | 411.58K | SH | $16.24M 1.23% | 411.58K | 0.00 | 0.00 |
ON SEMICONDUCTOR CORPSOLE | NOTE 0.500% 3/0 | 16.10M | PRN | $15.84M 1.20% | 16.10M | 0.00 | 0.00 |
INTEGER HLDGS CORPSOLE | NOTE 2.125% 2/1 | 10.25M | PRN | $14.79M 1.12% | 10.25M | 0.00 | 0.00 |
SOUTHWEST AIRLS COSOLE | NOTE 1.250% 5/0 | 14.45M | PRN | $14.63M 1.11% | 14.45M | 0.00 | 0.00 |
DATADOG INCSOLE | NOTE 0.125% 6/1 | 10.29M | PRN | $14.50M 1.10% | 10.29M | 0.00 | 0.00 |
MONGODB INCSOLE | NOTE 0.250% 1/1 | 7.78M | PRN | $13.63M 1.03% | 7.78M | 0.00 | 0.00 |
SHIFT4 PMTS INCSOLE | NOTE 0.500% 8/0 | 14.47M | PRN | $13.42M 1.01% | 14.47M | 0.00 | 0.00 |
SNAP INCSOLE | NOTE 0.125% 3/0 | 17.30M | PRN | $13.14M 0.99% | 17.30M | 0.00 | 0.00 |
Page 1 of 11
…