Investor Details
| Filer Name: | SSI INVESTMENT MANAGEMENT LLC |
|---|---|
| CIK: | 938487 |
| Period: | 2024-12-31 |
| Filed At: | 2025-02-10 |
| Number of Holdings: | 270 |
| Portfolio Value: | $1.34B |
Ssi Investment Management Llc Top Holdings
| Ticker | Exchange | Security | Shares | Value | % of Portfolio | Position Change | Put/Call |
|---|---|---|---|---|---|---|---|
| IVV | US | ISHARES CORE S&P 500 ETF | 161,510 | $95M | 7.09% | 5.0% | - |
| BKNG 0.75 05/01/25 | TRACE | BOOKING HOLDINGS INC | 12,830,000 | $34M | 2.52% | -16.4% | - |
| 097023204 | - | BOEING CO | 513,070 | $32M | 2.35% | 100.0% | - |
| SO 3.875 12/15/25 | TRACE | SOUTHERN CO | 28,459,000 | $30M | 2.23% | -1.5% | - |
| WFC 7.5 PERP L | NEW YORK | WELLS FARGO & COMPANY | 19,671 | $23M | 1.74% | -1.6% | - |
| DUK 4.125 04/15/26 | TRACE | DUKE ENERGY CORP | 22,232,000 | $23M | 1.70% | -2.8% | - |
| 90353TAM2 | - | UBER 0 7/8 12/01/28 | 19,470,000 | $21M | 1.60% | 100.0% | - |
| BAC 7.25 PERP L | NEW YORK | BANK OF AMERICA CORP | 16,573 | $20M | 1.50% | -0.6% | - |
| ON 0.5 03/01/29 | TRACE | ON SEMICONDUCTOR CORP | 20,124,000 | $19M | 1.41% | 46.4% | - |
| APO 6.75 07/31/26 | NEW YORK | APOLLO GLOBAL MANAGEMENT | 211,840 | $18M | 1.38% | -37.2% | - |
| 69331CAL2 | - | PG&E CORP | 16,849,000 | $18M | 1.36% | 100.0% | - |
| VXUS | US | VANGUARD TOTAL INTL STOCK | 293,359 | $17M | 1.29% | 7.4% | - |
| FOUR 0.5 08/01/27 | TRACE | SHIFT4 PAYMENTS INC | 15,215,000 | $16M | 1.22% | 7.7% | - |
| LQD | US | ISHARES IBOXX INVESTMENT GRA | 153,057 | $16M | 1.22% | 6.9% | - |
| PPL 2.875 03/15/28 | TRACE | PPL CAPITAL FUNDING INC | 15,227,000 | $16M | 1.18% | -1.2% | - |
| RCL 6 08/15/25 | TRACE | ROYAL CARIBBEAN CRUISES | 3,395,000 | $16M | 1.17% | -31.1% | - |
| NCLH 1.125 02/15/27 | TRACE | NCL CORPORATION LTD | 14,840,000 | $15M | 1.15% | 46.2% | - |
| LUV 1.25 05/01/25 | TRACE | SOUTHWEST AIRLINES CO | 14,758,000 | $15M | 1.13% | 111.6% | - |
| W 1 08/15/26 | TRACE | WAYFAIR INC | 16,261,000 | $15M | 1.12% | -4.6% | - |
| VTR 3.75 06/01/26 | TRACE | VENTAS REALTY LP | 13,029,000 | $15M | 1.10% | -31.5% | - |