SSI INVESTMENT MANAGEMENT LLC [Rocket]

Holdings

SSI INVESTMENT MANAGEMENT LLC

Changes: All | New | Increased | Decreased | Sold Out

Portfolio as of:

Name	Ticker	Class	Shares	Change	Value	Change	% Port	% OS	Hist	Date
iSHARES TRUST	IVV	Common	194,220	14,666	86,565,797,000	12,754,737,000	6.07		Hist	06/30/2023
SOUTHWEST AIRLINES CO		NOTE 1.250% 5/0	35,693,000	-1,653,000	40,922,034,000	-1,503,022,000	2.87		Hist	06/30/2023
WELLS FARGO & COMPANY/MN	WFC/PL	Common	22,754	-277	26,223,997,000	-319,242,000	1.84	0.00	Hist	06/30/2023
iSHARES TRUST	IEF	OPTION	215,507	24,378	20,817,976,000	1,873,269,000	1.46		Hist	06/30/2023
VANGUARD STAR FUNDS	VXUS	Common	355,061	-10,725	19,911,820,000	-283,225,000	1.40		Hist	06/30/2023
NEXTERA ENERGY INC	NEE/PR	UNIT 09/01/2025	439,440	-81,700	19,774,800,000	-4,265,391,000	1.39		Hist	06/30/2023
SPDR SERIES TRUST	BIL	Common	148,712	-27,573	13,654,738,000	-2,531,753,000	0.96		Hist	06/30/2023
WESTERN DIGITAL CORP		NOTE 1.500% 2/0	14,035,000	-830,000	13,606,942,000	-722,918,000	0.95		Hist	06/30/2023
KKR & Co. Inc.	KKR/PC	Common	199,102	-12,230	13,146,709,000	-239,063,000	0.92	0.02	Hist	06/30/2023
ILLUMINA, INC.		NOTE 8/1	13,063,000	917,000	12,971,420,000	1,129,774,000	0.91		Hist	06/30/2023
ARES CAPITAL CORP		NOTE 4.625% 3/0	11,662,000	-22,000	11,698,503,000	-65,825,000	0.82		Hist	06/30/2023
Floto Paul Johnstone	FLOT	ETF	203,844	-1,503	10,359,354,000	11,918,000	0.73		Hist	06/30/2023
Air Transport Services Group, Inc.		NOTE 1.125%10/1	10,903,000	4,404,000	10,298,973,000	4,137,272,000	0.72		Hist	06/30/2023
PG&E Corp	PCGU	Common	67,270	-1,740	10,075,028,000	292,971,000	0.71		Hist	06/30/2023
BANK OF AMERICA CORP /DE/	BAC/PL	Common	8,200	4,755	9,608,927,000	5,655,782,000	0.67	0.00	Hist	06/30/2023
CHART INDUSTRIES INC	GTLS/PB	Common	143,135	133,775	9,288,032,000	8,790,080,000	0.65	0.33	Hist	06/30/2023
BIOMARIN PHARMACEUTICAL INC		NOTE 0.599% 8/0	9,386,000	-4,633,000	9,219,566,000	-5,163,633,000	0.65		Hist	06/30/2023
iSHARES TRUST	LQD	OPTIONS	77,980	32,174	8,432,760,000	3,411,964,000	0.59		Hist	06/30/2023
AKAMAI TECHNOLOGIES INC		NOTE 0.125% 5/0	6,749,000	6,749,000	7,200,329,000	7,200,329,000	0.51		Hist	06/30/2023
LMBS	LMBS	Common Stock	142,563	-496	6,795,980,000	-52,254,000	0.48		Hist	06/30/2023
LIBERTY MEDIA CORP DELAWARE		NOTE 1.375%10/1	5,171,000	-51,000	5,980,271,000	317,003,000	0.42		Hist	06/30/2023
AMERICAN ELECTRIC POWER CO INC	AEPPZ	UNIT 99/99/9999	107,745	-31,225	5,326,916,000	-1,646,601,000	0.37		Hist	06/30/2023
SPDR SERIES TRUST	CWB	Common	74,621	-663	5,219,741,000	170,442,000	0.37		Hist	06/30/2023
iShares, Inc.	IEMG	Common	86,797	-3,336	4,278,225,000	-119,366,000	0.30		Hist	06/30/2023
MICROSOFT CORP	MSFT	Common	11,803	-1,367	4,019,394,000	222,480,000	0.28	0.00	Hist	06/30/2023
AES CORP	AESC	UNIT 99/99/9999	48,750	-3,255	3,962,402,000	-715,453,000	0.28		Hist	06/30/2023
WISDOMTREE TR JAPN HEDGE EQT	DXJ	STOCK	45,880	45,880	3,819,512,000	3,819,512,000	0.27		Hist	06/30/2023
GRANITE PT MTG TR INC		NOTE 6.375%10/0	3,816,000	0	3,682,703,000	89,580,000	0.26		Hist	06/30/2023
PROSPECT CAPITAL CORP		NOTE 6.375% 3/0	3,406,000	-1,261,000	3,353,769,000	-1,149,886,000	0.24		Hist	06/30/2023
Ready Capital Corp	RCA	Common	132,722	46,222	3,311,414,000	1,153,239,000	0.23	0.12	Hist	06/30/2023
Apple Inc.	AAPL	Common	16,221	-3,467	3,146,388,000	-100,163,000	0.22		Hist	06/30/2023
SPDR SERIES TRUST SANDP METALS MNG	XME	OPTION	56,197	56,197	2,855,933,000	2,855,933,000	0.20		Hist	06/30/2023
NISOURCE INC.	NIMC	UNIT 12/01/2023	27,110	-9,530	2,770,915,000	-1,042,943,000	0.19		Hist	06/30/2023
iSHARES TRUST	IWN	RUSL 2000 VALU	19,517	19,517	2,747,993,000	2,747,993,000	0.19		Hist	06/30/2023
NEW YORK COMMUNITY BANCORP INC	NYB/PU	Common	64,890	25,233	2,622,287,000	1,085,578,000	0.18		Hist	06/30/2023
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