SSI INVESTMENT MANAGEMENT LLC

Filed: 7/26/2024ACC: 0001172661-24-002937

📋 What this filing means

SSI INVESTMENT MANAGEMENT LLC filed this quarterly 13F‑HR report disclosing 255 equity positions with a total reported market value of $1.30B. This filing provides a transparent view of the manager's long equity holdings as of the quarter end.

255

Positions

$1.30B

Total AUM (reported)

858.51M

Total Shares

Allocation by class

CORE S&P500 ETF$95.36M7.3%

NOTE 3/1$53.80M4.1%

COM$36.74M2.8%

NOTE 0.750% 5/0$36.17M2.8%

NOTE 11/1$34.06M2.6%

NOTE 0.375% 6/0$26.86M2.1%

NOTE 6.000% 8/1$24.48M1.9%

Portfolio Concentration

Top 3$160.88M12.4%

4–10$151.13M11.6%

11–25$208.20M16.0%

Rest$781.53M60.0%

Top 3 weight

12.4%

Top 10 weight

24.0%

Voting Authority Distribution

Total shares with voting rights: 858.51M

Sole

Full voting authority

858.51M

% 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)

Sole255

Shared0

Other0

Dominant voting typeSole · 100.0% of voting shares

Institutional Holdings255

Rows:

ISHARES TR

SOLE

CORE S&P500 ETF

Shares174.27K

TypeSH

Market value$95.36M

7.33%

Sole

174.27K

Shared

0.00

None

0.00

BOOKING HOLDINGS INC

SOLE

NOTE 0.750% 5/0

Shares17.20M

TypePRN

Market value$36.17M

2.78%

Sole

17.20M

Shared

0.00

None

0.00

FORD MTR CO DEL

SOLE

NOTE 3/1

Shares29.07M

TypePRN

Market value$29.34M

2.25%

Sole

29.07M

Shared

0.00

None

0.00

ROYAL CARIBBEAN GROUP

SOLE

NOTE 6.000% 8/1

Shares7.59M

TypePRN

Market value$24.48M

1.88%

Sole

7.59M

Shared

0.00

None

0.00

WELLS FARGO CO NEW

SOLE

PERP PFD CNV A

Shares20.34K

TypeSH

Market value$24.18M

1.86%

Sole

20.34K

Shared

0.00

None

0.00

DUKE ENERGY CORP NEW

SOLE

NOTE 4.125% 4/1

Shares23.43M

TypePRN

Market value$23.36M

1.79%

Sole

23.43M

Shared

0.00

None

0.00

VENTAS RLTY LTD PARTNERSHIP

SOLE

NOTE 3.750% 6/0

Shares19.55M

TypePRN

Market value$20.52M

1.58%

Sole

19.55M

Shared

0.00

None

0.00

APOLLO GLOBAL MGMT INC

SOLE

SER A MAND CNV

Shares310.52K

TypeSH

Market value$20.38M

1.57%

Sole

310.52K

Shared

0.00

None

0.00

BANK AMERICA CORP

SOLE

7.25%CNV PFD L

Shares16.95K

TypeSH

Market value$20.29M

1.56%

Sole

16.95K

Shared

0.00

None

0.00

INSMED INC

SOLE

NOTE 0.750% 6/0

Shares8.49M

TypePRN

Market value$17.91M

1.38%

Sole

8.49M

Shared

0.00

None

0.00

PALO ALTO NETWORKS INC

SOLE

NOTE 0.375% 6/0

Shares5.24M

TypePRN

Market value$17.85M

1.37%

Sole

5.24M

Shared

0.00

None

0.00

VANGUARD STAR FDS

SOLE

VG TL INTL STK F

Shares276.28K

TypeSH

Market value$16.66M

1.28%

Sole

276.28K

Shared

0.00

None

0.00

ISHARES TR

SOLE

IBOXX INV CP ETF

Shares145.55K

TypeSH

Market value$15.59M

1.20%

Sole

145.55K

Shared

0.00

None

0.00

WAYFAIR INC

SOLE

NOTE 1.000% 8/1

Shares16.40M

TypePRN

Market value$14.76M

1.13%

Sole

16.40M

Shared

0.00

None

0.00

DATADOG INC

SOLE

NOTE 0.125% 6/1

Shares10.14M

TypePRN

Market value$14.67M

1.13%

Sole

10.14M

Shared

0.00

None

0.00

INTEGER HLDGS CORP

SOLE

NOTE 2.125% 2/1

Shares10.14M

TypePRN

Market value$14.47M

1.11%

Sole

10.14M

Shared

0.00

None

0.00

SOUTHWEST AIRLS CO

SOLE

NOTE 1.250% 5/0

Shares14.45M

TypePRN

Market value$14.47M

1.11%

Sole

14.45M

Shared

0.00

None

0.00

SHIFT4 PMTS INC

SOLE

NOTE 0.500% 8/0

Shares14.25M

TypePRN

Market value$13.46M

1.03%

Sole

14.25M

Shared

0.00

None

0.00

ON SEMICONDUCTOR CORP

SOLE

NOTE 0.500% 3/0

Shares14.05M

TypePRN

Market value$13.46M

1.03%

Sole

14.05M

Shared

0.00

None

0.00

SOUTHERN CO

SOLE

NOTE 3.875%12/1

Shares12.71M

TypePRN

Market value$12.98M

1.00%

Sole

12.71M

Shared

0.00

None

0.00

ENVESTNET INC

SOLE

NOTE 2.625%12/0

Shares11.54M

TypePRN

Market value$12.36M

0.95%

Sole

11.54M

Shared

0.00

None

0.00

ASCENDIS PHARMA A/S

SOLE

NOTE 2.250% 4/0

Shares10.91M

TypePRN

Market value$12.13M

0.93%

Sole

10.91M

Shared

0.00

None

0.00

AFFIRM HLDGS INC

SOLE

NOTE 11/1

Shares14.47M

TypePRN

Market value$12.01M

0.92%

Sole

14.47M

Shared

0.00

None

0.00

DEXCOM INC

SOLE

NOTE 0.375% 5/1

Shares11.96M

TypePRN

Market value$11.68M

0.90%

Sole

11.96M

Shared

0.00

None

0.00

UPSTART HLDGS INC

SOLE

NOTE 0.250% 8/1

Shares14.69M

TypePRN

Market value$11.63M

0.89%

Sole

14.69M

Shared

0.00

None

0.00

Issuer	Class	Shares	Type	Value / Portfolio %	Voting — Sole
ISHARES TRSOLE	CORE S&P500 ETF	174.27K	SH	$95.36M 7.33%	174.27K
BOOKING HOLDINGS INCSOLE	NOTE 0.750% 5/0	17.20M	PRN	$36.17M 2.78%	17.20M
FORD MTR CO DELSOLE	NOTE 3/1	29.07M	PRN	$29.34M 2.25%	29.07M
ROYAL CARIBBEAN GROUPSOLE	NOTE 6.000% 8/1	7.59M	PRN	$24.48M 1.88%	7.59M
WELLS FARGO CO NEWSOLE	PERP PFD CNV A	20.34K	SH	$24.18M 1.86%	20.34K
DUKE ENERGY CORP NEWSOLE	NOTE 4.125% 4/1	23.43M	PRN	$23.36M 1.79%	23.43M
VENTAS RLTY LTD PARTNERSHIPSOLE	NOTE 3.750% 6/0	19.55M	PRN	$20.52M 1.58%	19.55M
APOLLO GLOBAL MGMT INCSOLE	SER A MAND CNV	310.52K	SH	$20.38M 1.57%	310.52K
BANK AMERICA CORPSOLE	7.25%CNV PFD L	16.95K	SH	$20.29M 1.56%	16.95K
INSMED INCSOLE	NOTE 0.750% 6/0	8.49M	PRN	$17.91M 1.38%	8.49M
PALO ALTO NETWORKS INCSOLE	NOTE 0.375% 6/0	5.24M	PRN	$17.85M 1.37%	5.24M
VANGUARD STAR FDSSOLE	VG TL INTL STK F	276.28K	SH	$16.66M 1.28%	276.28K
ISHARES TRSOLE	IBOXX INV CP ETF	145.55K	SH	$15.59M 1.20%	145.55K
WAYFAIR INCSOLE	NOTE 1.000% 8/1	16.40M	PRN	$14.76M 1.13%	16.40M
DATADOG INCSOLE	NOTE 0.125% 6/1	10.14M	PRN	$14.67M 1.13%	10.14M
INTEGER HLDGS CORPSOLE	NOTE 2.125% 2/1	10.14M	PRN	$14.47M 1.11%	10.14M
SOUTHWEST AIRLS COSOLE	NOTE 1.250% 5/0	14.45M	PRN	$14.47M 1.11%	14.45M
SHIFT4 PMTS INCSOLE	NOTE 0.500% 8/0	14.25M	PRN	$13.46M 1.03%	14.25M
ON SEMICONDUCTOR CORPSOLE	NOTE 0.500% 3/0	14.05M	PRN	$13.46M 1.03%	14.05M
SOUTHERN COSOLE	NOTE 3.875%12/1	12.71M	PRN	$12.98M 1.00%	12.71M
ENVESTNET INCSOLE	NOTE 2.625%12/0	11.54M	PRN	$12.36M 0.95%	11.54M
ASCENDIS PHARMA A/SSOLE	NOTE 2.250% 4/0	10.91M	PRN	$12.13M 0.93%	10.91M
AFFIRM HLDGS INCSOLE	NOTE 11/1	14.47M	PRN	$12.01M 0.92%	14.47M
DEXCOM INCSOLE	NOTE 0.375% 5/1	11.96M	PRN	$11.68M 0.90%	11.96M
UPSTART HLDGS INCSOLE	NOTE 0.250% 8/1	14.69M	PRN	$11.63M 0.89%	14.69M

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