SSI INVESTMENT MANAGEMENT LLC

Filed: 2/10/2025ACC: 0001172661-25-000619

📋 What this filing means

SSI INVESTMENT MANAGEMENT LLC filed this quarterly 13F‑HR report disclosing 270 equity positions with a total reported market value of $1.34B. This filing provides a transparent view of the manager's long equity holdings as of the quarter end.

270

Positions

$1.34B

Total AUM (reported)

798.02M

Total Shares

Allocation by class

CORE S&P500 ETF$95.08M7.1%

COM$38.89M2.9%

NOTE 0.750% 5/0$33.85M2.5%

NOTE 3/1$31.92M2.4%

DEP CONV PFD A$31.56M2.4%

NOTE 3.875%12/1$29.90M2.2%

NOTE 11/1$27.06M2.0%

Portfolio Concentration

Top 3$160.50M12.0%

4–10$154.91M11.6%

11–25$228.53M17.0%

Rest$796.97M59.4%

Top 3 weight

12.0%

Top 10 weight

23.5%

Voting Authority Distribution

Total shares with voting rights: 798.02M

Sole

Full voting authority

798.02M

% 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)

Sole270

Shared0

Other0

Dominant voting typeSole · 100.0% of voting shares

Institutional Holdings270

Rows:

ISHARES TR

SOLE

CORE S&P500 ETF

Shares161.51K

TypeSH

Market value$95.08M

7.09%

Sole

161.51K

Shared

0.00

None

0.00

BOOKING HOLDINGS INC

SOLE

NOTE 0.750% 5/0

Shares12.83M

TypePRN

Market value$33.85M

2.52%

Sole

12.83M

Shared

0.00

None

0.00

BOEING CO

SOLE

DEP CONV PFD A

Shares513.07K

TypeSH

Market value$31.56M

2.35%

Sole

513.07K

Shared

0.00

None

0.00

SOUTHERN CO

SOLE

NOTE 3.875%12/1

Shares28.46M

TypePRN

Market value$29.90M

2.23%

Sole

28.46M

Shared

0.00

None

0.00

WELLS FARGO CO NEW

SOLE

PERP PFD CNV A

Shares19.67K

TypeSH

Market value$23.36M

1.74%

Sole

19.67K

Shared

0.00

None

0.00

DUKE ENERGY CORP NEW

SOLE

NOTE 4.125% 4/1

Shares22.23M

TypePRN

Market value$22.79M

1.70%

Sole

22.23M

Shared

0.00

None

0.00

UBER TECHNOLOGIES INC

SOLE

NOTE 0.875%12/0

Shares19.47M

TypePRN

Market value$21.42M

1.60%

Sole

19.47M

Shared

0.00

None

0.00

BANK AMERICA CORP

SOLE

7.25%CNV PFD L

Shares16.57K

TypeSH

Market value$20.05M

1.50%

Sole

16.57K

Shared

0.00

None

0.00

ON SEMICONDUCTOR CORP

SOLE

NOTE 0.500% 3/0

Shares20.12M

TypePRN

Market value$18.95M

1.41%

Sole

20.12M

Shared

0.00

None

0.00

APOLLO GLOBAL MGMT INC

SOLE

SER A MAND CNV

Shares211.84K

TypeSH

Market value$18.45M

1.38%

Sole

211.84K

Shared

0.00

None

0.00

PG&E CORP

SOLE

NOTE 4.250%12/0

Shares16.85M

TypePRN

Market value$18.27M

1.36%

Sole

16.85M

Shared

0.00

None

0.00

VANGUARD STAR FDS

SOLE

VG TL INTL STK F

Shares293.36K

TypeSH

Market value$17.29M

1.29%

Sole

293.36K

Shared

0.00

None

0.00

SHIFT4 PMTS INC

SOLE

NOTE 0.500% 8/0

Shares15.21M

TypePRN

Market value$16.36M

1.22%

Sole

15.21M

Shared

0.00

None

0.00

ISHARES TR

SOLE

IBOXX INV CP ETF

Shares153.06K

TypeSH

Market value$16.35M

1.22%

Sole

153.06K

Shared

0.00

None

0.00

PPL CAP FDG INC

SOLE

NOTE 2.875% 3/1

Shares15.23M

TypePRN

Market value$15.88M

1.18%

Sole

15.23M

Shared

0.00

None

0.00

ROYAL CARIBBEAN GROUP

SOLE

NOTE 6.000% 8/1

Shares3.40M

TypePRN

Market value$15.73M

1.17%

Sole

3.40M

Shared

0.00

None

0.00

NCL CORP LTD

SOLE

NOTE 1.125% 2/1

Shares14.84M

TypePRN

Market value$15.36M

1.15%

Sole

14.84M

Shared

0.00

None

0.00

SOUTHWEST AIRLS CO

SOLE

NOTE 1.250% 5/0

Shares14.76M

TypePRN

Market value$15.15M

1.13%

Sole

14.76M

Shared

0.00

None

0.00

WAYFAIR INC

SOLE

NOTE 1.000% 8/1

Shares16.26M

TypePRN

Market value$15.03M

1.12%

Sole

16.26M

Shared

0.00

None

0.00

VENTAS RLTY LTD PARTNERSHIP

SOLE

NOTE 3.750% 6/0

Shares13.03M

TypePRN

Market value$14.81M

1.10%

Sole

13.03M

Shared

0.00

None

0.00

PALO ALTO NETWORKS INC

SOLE

NOTE 0.375% 6/0

Shares3.99M

TypePRN

Market value$14.58M

1.09%

Sole

3.99M

Shared

0.00

None

0.00

WESTERN DIGITAL CORP

SOLE

NOTE 3.000%11/1

Shares10.60M

TypePRN

Market value$14.05M

1.05%

Sole

10.60M

Shared

0.00

None

0.00

SEAGATE HDD CAYMAN

SOLE

NOTE 3.500% 6/0

Shares11.62M

TypePRN

Market value$13.95M

1.04%

Sole

11.62M

Shared

0.00

None

0.00

INTEGER HLDGS CORP

SOLE

NOTE 2.125% 2/1

Shares8.43M

TypePRN

Market value$13.47M

1.00%

Sole

8.43M

Shared

0.00

None

0.00

ARES MANAGEMENT CORPORATION

SOLE

6.75 SE B PFD

Shares219.06K

TypeSH

Market value$12.25M

0.91%

Sole

219.06K

Shared

0.00

None

0.00

Issuer	Class	Shares	Type	Value / Portfolio %	Voting — Sole
ISHARES TRSOLE	CORE S&P500 ETF	161.51K	SH	$95.08M 7.09%	161.51K
BOOKING HOLDINGS INCSOLE	NOTE 0.750% 5/0	12.83M	PRN	$33.85M 2.52%	12.83M
BOEING COSOLE	DEP CONV PFD A	513.07K	SH	$31.56M 2.35%	513.07K
SOUTHERN COSOLE	NOTE 3.875%12/1	28.46M	PRN	$29.90M 2.23%	28.46M
WELLS FARGO CO NEWSOLE	PERP PFD CNV A	19.67K	SH	$23.36M 1.74%	19.67K
DUKE ENERGY CORP NEWSOLE	NOTE 4.125% 4/1	22.23M	PRN	$22.79M 1.70%	22.23M
UBER TECHNOLOGIES INCSOLE	NOTE 0.875%12/0	19.47M	PRN	$21.42M 1.60%	19.47M
BANK AMERICA CORPSOLE	7.25%CNV PFD L	16.57K	SH	$20.05M 1.50%	16.57K
ON SEMICONDUCTOR CORPSOLE	NOTE 0.500% 3/0	20.12M	PRN	$18.95M 1.41%	20.12M
APOLLO GLOBAL MGMT INCSOLE	SER A MAND CNV	211.84K	SH	$18.45M 1.38%	211.84K
PG&E CORPSOLE	NOTE 4.250%12/0	16.85M	PRN	$18.27M 1.36%	16.85M
VANGUARD STAR FDSSOLE	VG TL INTL STK F	293.36K	SH	$17.29M 1.29%	293.36K
SHIFT4 PMTS INCSOLE	NOTE 0.500% 8/0	15.21M	PRN	$16.36M 1.22%	15.21M
ISHARES TRSOLE	IBOXX INV CP ETF	153.06K	SH	$16.35M 1.22%	153.06K
PPL CAP FDG INCSOLE	NOTE 2.875% 3/1	15.23M	PRN	$15.88M 1.18%	15.23M
ROYAL CARIBBEAN GROUPSOLE	NOTE 6.000% 8/1	3.40M	PRN	$15.73M 1.17%	3.40M
NCL CORP LTDSOLE	NOTE 1.125% 2/1	14.84M	PRN	$15.36M 1.15%	14.84M
SOUTHWEST AIRLS COSOLE	NOTE 1.250% 5/0	14.76M	PRN	$15.15M 1.13%	14.76M
WAYFAIR INCSOLE	NOTE 1.000% 8/1	16.26M	PRN	$15.03M 1.12%	16.26M
VENTAS RLTY LTD PARTNERSHIPSOLE	NOTE 3.750% 6/0	13.03M	PRN	$14.81M 1.10%	13.03M
PALO ALTO NETWORKS INCSOLE	NOTE 0.375% 6/0	3.99M	PRN	$14.58M 1.09%	3.99M
WESTERN DIGITAL CORPSOLE	NOTE 3.000%11/1	10.60M	PRN	$14.05M 1.05%	10.60M
SEAGATE HDD CAYMANSOLE	NOTE 3.500% 6/0	11.62M	PRN	$13.95M 1.04%	11.62M
INTEGER HLDGS CORPSOLE	NOTE 2.125% 2/1	8.43M	PRN	$13.47M 1.00%	8.43M
ARES MANAGEMENT CORPORATIONSOLE	6.75 SE B PFD	219.06K	SH	$12.25M 0.91%	219.06K

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