SSI INVESTMENT MANAGEMENT LLC

Filed: 11/8/2024ACC: 0001172661-24-004537

📋 What this filing means

SSI INVESTMENT MANAGEMENT LLC filed this quarterly 13F‑HR report disclosing 269 equity positions with a total reported market value of $1.36B. This filing provides a transparent view of the manager's long equity holdings as of the quarter end.

269

Positions

$1.36B

Total AUM (reported)

856.86M

Total Shares

Allocation by class

CORE S&P500 ETF$88.75M6.5%

NOTE 3/1$41.53M3.1%

COM$38.11M2.8%

NOTE 0.750% 5/0$34.32M2.5%

NOTE 3.875%12/1$32.14M2.4%

NOTE 11/1$27.16M2.0%

PERP PFD CNV A$25.55M1.9%

Portfolio Concentration

Top 3$155.21M11.4%

4–10$152.42M11.2%

11–25$220.59M16.2%

Rest$830.01M61.1%

Top 3 weight

11.4%

Top 10 weight

22.6%

Voting Authority Distribution

Total shares with voting rights: 856.86M

Sole

Full voting authority

856.86M

% 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)

Sole269

Shared0

Other0

Dominant voting typeSole · 100.0% of voting shares

Institutional Holdings269

Rows:

ISHARES TR

SOLE

CORE S&P500 ETF

Shares153.85K

TypeSH

Market value$88.75M

6.53%

Sole

153.85K

Shared

0.00

None

0.00

BOOKING HOLDINGS INC

SOLE

NOTE 0.750% 5/0

Shares15.34M

TypePRN

Market value$34.32M

2.53%

Sole

15.34M

Shared

0.00

None

0.00

SOUTHERN CO

SOLE

NOTE 3.875%12/1

Shares28.90M

TypePRN

Market value$32.14M

2.37%

Sole

28.90M

Shared

0.00

None

0.00

WELLS FARGO CO NEW

SOLE

PERP PFD CNV A

Shares19.98K

TypeSH

Market value$25.55M

1.88%

Sole

19.98K

Shared

0.00

None

0.00

DUKE ENERGY CORP NEW

SOLE

NOTE 4.125% 4/1

Shares22.88M

TypePRN

Market value$24.22M

1.78%

Sole

22.88M

Shared

0.00

None

0.00

VENTAS RLTY LTD PARTNERSHIP

SOLE

NOTE 3.750% 6/0

Shares19.03M

TypePRN

Market value$23.09M

1.70%

Sole

19.03M

Shared

0.00

None

0.00

APOLLO GLOBAL MGMT INC

SOLE

SER A MAND CNV

Shares337.43K

TypeSH

Market value$23.05M

1.70%

Sole

337.43K

Shared

0.00

None

0.00

BANK AMERICA CORP

SOLE

7.25%CNV PFD L

Shares16.67K

TypeSH

Market value$21.22M

1.56%

Sole

16.67K

Shared

0.00

None

0.00

VANGUARD STAR FDS

SOLE

VG TL INTL STK F

Shares273.23K

TypeSH

Market value$17.69M

1.30%

Sole

273.23K

Shared

0.00

None

0.00

ROYAL CARIBBEAN GROUP

SOLE

NOTE 6.000% 8/1

Shares4.92M

TypePRN

Market value$17.60M

1.30%

Sole

4.92M

Shared

0.00

None

0.00

PALO ALTO NETWORKS INC

SOLE

NOTE 0.375% 6/0

Shares5.09M

TypePRN

Market value$17.51M

1.29%

Sole

5.09M

Shared

0.00

None

0.00

INSMED INC

SOLE

NOTE 0.750% 6/0

Shares7.39M

TypePRN

Market value$16.95M

1.25%

Sole

7.39M

Shared

0.00

None

0.00

FORD MTR CO

SOLE

NOTE 3/1

Shares17.01M

TypePRN

Market value$16.65M

1.23%

Sole

17.01M

Shared

0.00

None

0.00

PPL CAP FDG INC

SOLE

NOTE 2.875% 3/1

Shares15.41M

TypePRN

Market value$16.31M

1.20%

Sole

15.41M

Shared

0.00

None

0.00

ISHARES TR

SOLE

IBOXX INV CP ETF

Shares143.12K

TypeSH

Market value$16.17M

1.19%

Sole

143.12K

Shared

0.00

None

0.00

SEAGATE HDD CAYMAN

SOLE

NOTE 3.500% 6/0

Shares11.18M

TypePRN

Market value$16.04M

1.18%

Sole

11.18M

Shared

0.00

None

0.00

WAYFAIR INC

SOLE

NOTE 1.000% 8/1

Shares17.04M

TypePRN

Market value$15.88M

1.17%

Sole

17.04M

Shared

0.00

None

0.00

SHIFT4 PMTS INC

SOLE

NOTE 0.500% 8/0

Shares14.13M

TypePRN

Market value$14.52M

1.07%

Sole

14.13M

Shared

0.00

None

0.00

ON SEMICONDUCTOR CORP

SOLE

NOTE 0.500% 3/0

Shares13.75M

TypePRN

Market value$13.90M

1.02%

Sole

13.75M

Shared

0.00

None

0.00

INTEGER HLDGS CORP

SOLE

NOTE 2.125% 2/1

Shares8.68M

TypePRN

Market value$13.68M

1.01%

Sole

8.68M

Shared

0.00

None

0.00

TETRA TECH INC NEW

SOLE

DBCV 2.250% 8/1

Shares9.87M

TypePRN

Market value$12.91M

0.95%

Sole

9.87M

Shared

0.00

None

0.00

AXON ENTERPRISE INC

SOLE

NOTE 0.500%12/1

Shares7.17M

TypePRN

Market value$12.86M

0.95%

Sole

7.17M

Shared

0.00

None

0.00

AFFIRM HLDGS INC

SOLE

NOTE 11/1

Shares14.38M

TypePRN

Market value$12.73M

0.94%

Sole

14.38M

Shared

0.00

None

0.00

ASCENDIS PHARMA A/S

SOLE

NOTE 2.250% 4/0

Shares10.74M

TypePRN

Market value$12.48M

0.92%

Sole

10.74M

Shared

0.00

None

0.00

GRANITE CONSTR INC

SOLE

NOTE 3.750% 5/1

Shares6.69M

TypePRN

Market value$12.01M

0.88%

Sole

6.69M

Shared

0.00

None

0.00

Issuer	Class	Shares	Type	Value / Portfolio %	Voting — Sole
ISHARES TRSOLE	CORE S&P500 ETF	153.85K	SH	$88.75M 6.53%	153.85K
BOOKING HOLDINGS INCSOLE	NOTE 0.750% 5/0	15.34M	PRN	$34.32M 2.53%	15.34M
SOUTHERN COSOLE	NOTE 3.875%12/1	28.90M	PRN	$32.14M 2.37%	28.90M
WELLS FARGO CO NEWSOLE	PERP PFD CNV A	19.98K	SH	$25.55M 1.88%	19.98K
DUKE ENERGY CORP NEWSOLE	NOTE 4.125% 4/1	22.88M	PRN	$24.22M 1.78%	22.88M
VENTAS RLTY LTD PARTNERSHIPSOLE	NOTE 3.750% 6/0	19.03M	PRN	$23.09M 1.70%	19.03M
APOLLO GLOBAL MGMT INCSOLE	SER A MAND CNV	337.43K	SH	$23.05M 1.70%	337.43K
BANK AMERICA CORPSOLE	7.25%CNV PFD L	16.67K	SH	$21.22M 1.56%	16.67K
VANGUARD STAR FDSSOLE	VG TL INTL STK F	273.23K	SH	$17.69M 1.30%	273.23K
ROYAL CARIBBEAN GROUPSOLE	NOTE 6.000% 8/1	4.92M	PRN	$17.60M 1.30%	4.92M
PALO ALTO NETWORKS INCSOLE	NOTE 0.375% 6/0	5.09M	PRN	$17.51M 1.29%	5.09M
INSMED INCSOLE	NOTE 0.750% 6/0	7.39M	PRN	$16.95M 1.25%	7.39M
FORD MTR COSOLE	NOTE 3/1	17.01M	PRN	$16.65M 1.23%	17.01M
PPL CAP FDG INCSOLE	NOTE 2.875% 3/1	15.41M	PRN	$16.31M 1.20%	15.41M
ISHARES TRSOLE	IBOXX INV CP ETF	143.12K	SH	$16.17M 1.19%	143.12K
SEAGATE HDD CAYMANSOLE	NOTE 3.500% 6/0	11.18M	PRN	$16.04M 1.18%	11.18M
WAYFAIR INCSOLE	NOTE 1.000% 8/1	17.04M	PRN	$15.88M 1.17%	17.04M
SHIFT4 PMTS INCSOLE	NOTE 0.500% 8/0	14.13M	PRN	$14.52M 1.07%	14.13M
ON SEMICONDUCTOR CORPSOLE	NOTE 0.500% 3/0	13.75M	PRN	$13.90M 1.02%	13.75M
INTEGER HLDGS CORPSOLE	NOTE 2.125% 2/1	8.68M	PRN	$13.68M 1.01%	8.68M
TETRA TECH INC NEWSOLE	DBCV 2.250% 8/1	9.87M	PRN	$12.91M 0.95%	9.87M
AXON ENTERPRISE INCSOLE	NOTE 0.500%12/1	7.17M	PRN	$12.86M 0.95%	7.17M
AFFIRM HLDGS INCSOLE	NOTE 11/1	14.38M	PRN	$12.73M 0.94%	14.38M
ASCENDIS PHARMA A/SSOLE	NOTE 2.250% 4/0	10.74M	PRN	$12.48M 0.92%	10.74M
GRANITE CONSTR INCSOLE	NOTE 3.750% 5/1	6.69M	PRN	$12.01M 0.88%	6.69M

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