SSI INVESTMENT MANAGEMENT LLC

PrivateCIK: 938487
Location

LOS ANGELES, CA

240
Positions
$1.45B
Total AUM (reported)
759.86M
Total Shares

Allocation by class

TOTAL AUM$1.45B240 positions
CORE S&P500 ETF$64.37M4.4%
NOTE 3.000%11/1$56.03M3.9%
NOTE 3.000% 3/0$40.01M2.8%
DEP CONV PFD A$29.16M2.0%
7.25% DEP SHS A$25.29M1.7%
NOTE 0.875%12/0$24.34M1.7%
NOTE 1.250% 6/0$23.89M1.6%

Portfolio Concentration

Top 311.1%4–1011.5%11–2517.5%Rest59.9%TOP 1022.6%0%100%
Top 3$160.41M11.1%
4–10$167.06M11.5%
11–25$253.60M17.5%
Rest$868.55M59.9%

Top 3 weight

11.1%

Top 10 weight

22.6%

Voting Authority Distribution

Total shares with voting rights: 759.86M

Sole

Full voting authority

759.86M

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)

Sole240
Shared0
Other0
Dominant voting typeSole · 100.0% of voting shares
Institutional Holdings240
Rows:

ISHARES TR

SOLE
CORE S&P500 ETF
Shares98.55K
TypeSH
Market value$64.37M
4.44%
Sole
98.55K
Shared
0.00
None
0.00

WESTERN DIGITAL CORP

SOLE
NOTE 3.000%11/1
Shares7.83M
TypeSH
Market value$56.03M
3.86%
Sole
7.83M
Shared
0.00
None
0.00

NEXTERA ENERGY CAP HLDGS INC

SOLE
NOTE 3.000% 3/0
Shares28.84M
TypeSH
Market value$40.01M
2.76%
Sole
28.84M
Shared
0.00
None
0.00

BOEING CO

SOLE
DEP CONV PFD A
Shares449.25K
TypeSH
Market value$29.16M
2.01%
Sole
449.25K
Shared
0.00
None
0.00

ALBEMARLE CORP

SOLE
7.25% DEP SHS A
Shares353.46K
TypeSH
Market value$25.29M
1.74%
Sole
353.46K
Shared
0.00
None
0.00

UBER TECHNOLOGIES INC

SOLE
NOTE 0.875%12/0
Shares20.24M
TypeSH
Market value$24.34M
1.68%
Sole
20.24M
Shared
0.00
None
0.00

LIVE NATION ENTERTAINMENT IN

SOLE
NOTE 2.875% 1/1
Shares21.47M
TypeSH
Market value$23.14M
1.60%
Sole
21.47M
Shared
0.00
None
0.00

ORACLE CORP

SOLE
6.5 DEP CUM SR D
Shares479.94K
TypeSH
Market value$22.06M
1.52%
Sole
479.94K
Shared
0.00
None
0.00

MKS INC.

SOLE
NOTE 1.250% 6/0
Shares13.08M
TypeSH
Market value$21.61M
1.49%
Sole
13.08M
Shared
0.00
None
0.00

WEC ENERGY GROUP INC

SOLE
NOTE 4.375% 6/0
Shares17.81M
TypeSH
Market value$21.46M
1.48%
Sole
17.81M
Shared
0.00
None
0.00

WELLS FARGO & CO

SOLE
PERP PFD CNV A
Shares18.43K
TypeSH
Market value$21.33M
1.47%
Sole
18.43K
Shared
0.00
None
0.00

ISHARES TR

SOLE
IBOXX INV CP ETF
Shares183.05K
TypeSH
Market value$19.95M
1.38%
Sole
183.05K
Shared
0.00
None
0.00

JAZZ INVESTMENTS I LTD

SOLE
NOTE 3.125% 9/1
Shares14.09M
TypeSH
Market value$19.95M
1.38%
Sole
14.09M
Shared
0.00
None
0.00

BANK AMERICA CORP

SOLE
7.25%CNV PFD L
Shares16.31K
TypeSH
Market value$19.42M
1.34%
Sole
16.31K
Shared
0.00
None
0.00

PPL CAP FDG INC

SOLE
NOTE 2.875% 3/1
Shares15.21M
TypeSH
Market value$17.82M
1.23%
Sole
15.21M
Shared
0.00
None
0.00

PG&E CORP

SOLE
NOTE 4.250%12/0
Shares17.12M
TypeSH
Market value$17.73M
1.22%
Sole
17.12M
Shared
0.00
None
0.00

STRATEGY INC

SOLE
NOTE 3/0
Shares19.31M
TypeSH
Market value$16.85M
1.16%
Sole
19.31M
Shared
0.00
None
0.00

VENTAS RLTY LTD PARTNERSHIP

SOLE
NOTE 3.750% 6/0
Shares11.14M
TypeSH
Market value$16.57M
1.14%
Sole
11.14M
Shared
0.00
None
0.00

SNOWFLAKE INC

SOLE
NOTE 10/0
Shares13.83M
TypeSH
Market value$16.34M
1.13%
Sole
13.83M
Shared
0.00
None
0.00

ASCENDIS PHARMA A/S

SOLE
NOTE 2.250% 4/0
Shares10.83M
TypeSH
Market value$15.89M
1.10%
Sole
10.83M
Shared
0.00
None
0.00

J P MORGAN EXCHANGE TRADED F

SOLE
MORTGAGE BACKED
Shares308.71K
TypeSH
Market value$15.74M
1.09%
Sole
308.71K
Shared
0.00
None
0.00

ADVANCED ENERGY INDS

SOLE
NOTE 2.500% 9/1
Shares5.95M
TypeSH
Market value$14.30M
0.99%
Sole
5.95M
Shared
0.00
None
0.00

EQUINOX GOLD CORP

SOLE
NOTE 4.750%10/1
Shares5.91M
TypeSH
Market value$14.25M
0.98%
Sole
5.91M
Shared
0.00
None
0.00

KKR & CO INC

SOLE
6.25 CON SER D
Shares346.11K
TypeSH
Market value$13.88M
0.96%
Sole
346.11K
Shared
0.00
None
0.00

HEWLETT PACKARD ENTERPRISE C

SOLE
7.625 MAND CONV
Shares209.44K
TypeSH
Market value$13.58M
0.94%
Sole
209.44K
Shared
0.00
None
0.00
Page 1 of 10