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Livermore
Livermore
ZHEN

Ssi Investment Management LLC

SEC CIK
0000938487
Latest filing
Aug 10, 2026

The latest 13F from Ssi Investment Management LLC covers Q2 2026 (filed Aug 10, 2026): 248 long positions worth $1.72B. The top 10 holdings make up 25.2% of the portfolio, and the largest is iShares Core S&P 500 ETF at 5.7%. Livermore has 22 filings on Form 13F from this institution, going back to Q1 2021.

What changed in Q2 2026

Share counts compared with Q1 2026: how many positions were new, added to, reduced or sold out, and the biggest buys and sells. Dollar amounts are estimated at the quarter-end prices implied by the filing.

Full comparison
New
40
Est. +$311.0M
Added
13
Est. +$50.9M
Reduced
19
Est. −$39.4M
Sold out
32
Est. −$162.0M

Top 5 holdings

Share of this quarter's portfolio value

  1. iShares Core S&P 500 ETF464287200
    5.7%$98.4M
  2. Western Digital Corp958102AT2
    3.2%$55.6M
  3. GOOGMAlphabet Inc.
    2.4%$42.0MHistory
  4. MKS Inc55306NAB0
    2.3%$39.1M
  5. GOOGNAlphabet Inc.
    2.2%$38.0MHistory

Share of portfolio

Top 5 holdings and the other 243 positions, by share of portfolio value

  1. iShares Core S&P 500 ETF5.7%
  2. Western Digital Corp3.2%
  3. GOOGM2.4%
  4. MKS Inc2.3%
  5. GOOGN2.2%
  6. Other 243 positions84.1%

Biggest buys

New and added positions, by estimated amount bought

  1. GOOGMAlphabet Inc.
    +$42.0MNewHistory
  2. GOOGNAlphabet Inc.
    +$38.0MNewHistory
  3. iShares Core S&P 500 ETF464287200
    +$24.6MAdded
  4. Akamai Technologies Inc00971TAQ4
    +$18.0MNew
  5. Firstenergy Corp337932AV9
    +$16.5MNew

Largest weight increases

New and added positions, by percentage points of the portfolio gained

  1. GOOGMAlphabet Inc.
    +2.44 pp0.0% → 2.4%History
  2. GOOGNAlphabet Inc.
    +2.21 pp0.0% → 2.2%History
  3. iShares Core S&P 500 ETF464287200
    +1.27 pp4.4% → 5.7%
  4. Akamai Technologies Inc00971TAQ4
    +1.04 pp0.0% → 1.0%
  5. Firstenergy Corp337932AV9
    +0.96 pp0.0% → 1.0%

Biggest sells

Reduced and sold-out positions, by estimated amount sold

  1. Strategy Inc594972AU5
    −$16.9MSold out
  2. Ventas Rlty Ltd Partnership92277GAZ0
    −$16.6MSold out
  3. Ascendis Pharma A/S04351PAD3
    −$15.9MSold out
  4. Sphere Entertainment Co.55826TAB8
    −$13.4MSold out
  5. On Semiconductor Corp682189AS4
    −$13.1MSold out

Largest weight decreases

Reduced and sold-out positions, by percentage points of the portfolio lost

  1. Strategy Inc594972AU5
    −1.16 pp1.2% → 0.0%
  2. Ventas Rlty Ltd Partnership92277GAZ0
    −1.14 pp1.1% → 0.0%
  3. Ascendis Pharma A/S04351PAD3
    −1.10 pp1.1% → 0.0%
  4. Sphere Entertainment Co.55826TAB8
    −0.93 pp0.9% → 0.0%
  5. On Semiconductor Corp682189AS4
    −0.90 pp0.9% → 0.0%

Metrics

13F metrics for Q2 2026, computed only from the numbers in the filings. Definitions below.

Portfolio value
$1.72B
+$272.6M (+18.8%) vs. prior quarter
Positions
248
+8 vs. prior quarter
Top 10 concentration
25.2%
Top 10 as share of value
Turnover
12.7%
Q2 2026, one quarter
Average holding period
6.9 quarters
Weighted by value

How these are calculated

  • Portfolio value: the market value of all long positions in the 13F, as reported at quarter end, excluding options.
  • Top 10 concentration: the combined value of the 10 largest positions as a share of portfolio value.
  • Turnover: the smaller of this quarter's estimated purchases and estimated sales, divided by the average of this and last quarter's portfolio value. Estimates multiply the change in shares by the quarter-end price implied by the filing (market value divided by shares); new positions use this quarter's value and sold-out positions last quarter's. Only positions reported in shares count, and it is not calculated when the previous quarter was not filed.
  • Average holding period: how many consecutive quarters each current position has been held (including this one; a quarter without the position or without a filing starts the count over), weighted by this quarter's value. Counting starts with the first 13F in Livermore (Q1 2021), so positions held before then are understated.

13F filings by quarter

22 quarters, going back to Q1 2021. Bars show each quarter's 13F portfolio value; quarters without a filing are left blank.

Peak $1.83B (Q1 2022)

Q1 2021: $1.39BQ2 2021: $1.55BQ3 2021: $1.66BQ4 2021: $1.71BQ1 2022: $1.83BQ2 2022: $1.59BQ3 2022: $1.49BQ4 2022: $1.58BQ1 2023: $1.42BQ2 2023: $1.43BQ3 2023: $1.22BQ4 2023: $1.32BQ1 2024: $1.32BQ2 2024: $1.30BQ3 2024: $1.36BQ4 2024: $1.34BQ1 2025: $1.28BQ2 2025: $1.42BQ3 2025: $1.47BQ4 2025: $1.47BQ1 2026: $1.45BQ2 2026: $1.72B
Q1 2021Q2 2026
13F filings of Ssi Investment Management LLC by quarter
QuarterFiledPositionsValueTop 3 holdingsChangesFiling
Q2 2026Aug 10, 2026248$1.72BiShares Core S&P 500 ETFWestern Digital CorpGOOGMvs. Q1 2026SEC
Q1 2026May 14, 2026240$1.45BiShares Core S&P 500 ETFWestern Digital CorpNextera Energy Cap Hldgs Incvs. Q4 2025SEC
Q4 2025Feb 10, 2026254$1.47BiShares Core S&P 500 ETFWestern Digital CorpBA.PAvs. Q3 2025SEC
Q3 2025Oct 28, 2025252$1.47BiShares Core S&P 500 ETFBA.PAUber Technologies, Incvs. Q2 2025SEC
Q2 2025Aug 14, 2025251$1.42BiShares Core S&P 500 ETFNextera Energy Cap Hldgs IncBA.PAvs. Q1 2025SEC
Q1 2025May 14, 2025261$1.28BiShares Core S&P 500 ETFNextera Energy Cap Hldgs IncSouthern Covs. Q4 2024SEC
Q4 2024Feb 10, 2025270$1.34BiShares Core S&P 500 ETFBooking Holdings Inc.BA.PAvs. Q3 2024SEC
Q3 2024Nov 8, 2024269$1.36BiShares Core S&P 500 ETFBooking Holdings Inc.Southern Covs. Q2 2024SEC
Q2 2024Jul 26, 2024255$1.30BiShares Core S&P 500 ETFBooking Holdings Inc.Ford MTR Co Delvs. Q1 2024SEC
Q1 2024May 14, 2024252$1.32BiShares Core S&P 500 ETFBooking Holdings Inc.Ford MTR Co Delvs. Q4 2023SEC
Q4 2023Feb 8, 2024253$1.32BiShares Core S&P 500 ETFBooking Holdings Inc.Palo Alto Networks Incvs. Q3 2023SEC
Q3 2023Nov 3, 2023236$1.22BiShares Core S&P 500 ETFPioneer Nat Res CoBooking Holdings Inc.vs. Q2 2023SEC
Q2 2023Aug 9, 2023248$1.43BiShares Core S&P 500 ETFSouthwest Airls CoBooking Holdings Inc.vs. Q1 2023SEC
Q1 2023May 15, 2023256$1.42BiShares Core S&P 500 ETFSouthwest Airls CoBooking Holdings Inc.vs. Q4 2022SEC
Q4 2022Feb 13, 2023304$1.58BiShares Core S&P 500 ETFPioneer Nat Res CoSouthwest Airls Covs. Q3 2022SEC
Q3 2022Nov 4, 2022284$1.49BiShares Core S&P 500 ETFPioneer Nat Res CoSouthwest Airls Covs. Q2 2022SEC
Q2 2022Aug 11, 2022295$1.59BPioneer Nat Res CoiShares Core S&P 500 ETFSouthwest Airls Covs. Q1 2022SEC
Q1 2022May 10, 2022316$1.83BiShares Core S&P 500 ETFPioneer Nat Res CoSouthwest Airls Covs. Q4 2021SEC
Q4 2021Feb 11, 2022320$1.71BiShares Core S&P 500 ETFPioneer Nat Res CoSouthwest Airls Covs. Q3 2021SEC
Q3 2021Nov 12, 2021311$1.66BiShares Core S&P 500 ETFSouthwest Airls CoPioneer Nat Res Covs. Q2 2021SEC
Q2 2021Aug 16, 2021325$1.55BiShares Core S&P 500 ETFSouthwest Airls CoPioneer Nat Res Covs. Q1 2021SEC
Q1 2021May 28, 2021306$1.39BSouthwest Airls CoiShares Core S&P 500 ETFTesla, Inc.–SEC