SSI INVESTMENT MANAGEMENT LLC

Filed: 5/14/2025ACC: 0001172661-25-001825

📋 What this filing means

SSI INVESTMENT MANAGEMENT LLC filed this quarterly 13F‑HR report disclosing 261 equity positions with a total reported market value of $1.28B. This filing provides a transparent view of the manager's long equity holdings as of the quarter end.

261

Positions

$1.28B

Total AUM (reported)

772.23M

Total Shares

Allocation by class

CORE S&P500 ETF$53.52M4.2%

COM$35.32M2.7%

NOTE 3/1$33.17M2.6%

NOTE 3.000% 3/0$32.34M2.5%

NOTE 3.875%12/1$31.64M2.5%

DEP CONV PFD A$29.34M2.3%

NOTE 0.875%12/0$28.28M2.2%

Portfolio Concentration

Top 3$117.51M9.1%

4–10$172.90M13.5%

11–25$230.55M17.9%

Rest$763.94M59.5%

Top 3 weight

9.1%

Top 10 weight

22.6%

Voting Authority Distribution

Total shares with voting rights: 772.23M

Sole

Full voting authority

772.23M

% 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)

Sole261

Shared0

Other0

Dominant voting typeSole · 100.0% of voting shares

Institutional Holdings261

Rows:

ISHARES TR

SOLE

CORE S&P500 ETF

Shares95.26K

TypeSH

Market value$53.52M

4.17%

Sole

95.26K

Shared

0.00

None

0.00

NEXTERA ENERGY CAP HLDGS INC

SOLE

NOTE 3.000% 3/0

Shares28.02M

TypePRN

Market value$32.34M

2.52%

Sole

28.02M

Shared

0.00

None

0.00

SOUTHERN CO

SOLE

NOTE 3.875%12/1

Shares28.43M

TypePRN

Market value$31.64M

2.46%

Sole

28.43M

Shared

0.00

None

0.00

BOEING CO

SOLE

DEP CONV PFD A

Shares497.05K

TypeSH

Market value$29.34M

2.28%

Sole

497.05K

Shared

0.00

None

0.00

UBER TECHNOLOGIES INC

SOLE

NOTE 0.875%12/0

Shares23.24M

TypePRN

Market value$28.28M

2.20%

Sole

23.24M

Shared

0.00

None

0.00

DUKE ENERGY CORP NEW

SOLE

NOTE 4.125% 4/1

Shares22.72M

TypePRN

Market value$24.63M

1.92%

Sole

22.72M

Shared

0.00

None

0.00

APOLLO GLOBAL MGMT INC

SOLE

SER A MAND CNV

Shares311.31K

TypeSH

Market value$22.85M

1.78%

Sole

311.31K

Shared

0.00

None

0.00

PG&E CORP

SOLE

NOTE 4.250%12/0

Shares21.59M

TypePRN

Market value$22.81M

1.78%

Sole

21.59M

Shared

0.00

None

0.00

BOOKING HOLDINGS INC

SOLE

NOTE 0.750% 5/0

Shares9.18M

TypePRN

Market value$22.57M

1.76%

Sole

9.18M

Shared

0.00

None

0.00

WELLS FARGO CO NEW

SOLE

PERP PFD CNV A

Shares18.66K

TypeSH

Market value$22.42M

1.74%

Sole

18.66K

Shared

0.00

None

0.00

BANK AMERICA CORP

SOLE

7.25%CNV PFD L

Shares16.40K

TypeSH

Market value$20.29M

1.58%

Sole

16.40K

Shared

0.00

None

0.00

GLOBAL PMTS INC

SOLE

NOTE 1.500% 3/0

Shares20.29M

TypePRN

Market value$19.11M

1.49%

Sole

20.29M

Shared

0.00

None

0.00

PPL CAP FDG INC

SOLE

NOTE 2.875% 3/1

Shares15.93M

TypePRN

Market value$17.83M

1.39%

Sole

15.93M

Shared

0.00

None

0.00

VENTAS RLTY LTD PARTNERSHIP

SOLE

NOTE 3.750% 6/0

Shares13.63M

TypePRN

Market value$17.53M

1.36%

Sole

13.63M

Shared

0.00

None

0.00

ISHARES TR

SOLE

IBOXX INV CP ETF

Shares149.05K

TypeSH

Market value$16.20M

1.26%

Sole

149.05K

Shared

0.00

None

0.00

ON SEMICONDUCTOR CORP

SOLE

NOTE 0.500% 3/0

Shares18.65M

TypePRN

Market value$16.06M

1.25%

Sole

18.65M

Shared

0.00

None

0.00

SHIFT4 PMTS INC

SOLE

NOTE 0.500% 8/0

Shares14.60M

TypePRN

Market value$14.74M

1.15%

Sole

14.60M

Shared

0.00

None

0.00

WESTERN DIGITAL CORP

SOLE

NOTE 3.000%11/1

Shares11.16M

TypePRN

Market value$14.35M

1.12%

Sole

11.16M

Shared

0.00

None

0.00

NCL CORP LTD

SOLE

NOTE 1.125% 2/1

Shares14.33M

TypePRN

Market value$13.90M

1.08%

Sole

14.33M

Shared

0.00

None

0.00

VANGUARD STAR FDS

SOLE

VG TL INTL STK F

Shares223.64K

TypeSH

Market value$13.89M

1.08%

Sole

223.64K

Shared

0.00

None

0.00

ASCENDIS PHARMA A/S

SOLE

NOTE 2.250% 4/0

Shares11.68M

TypePRN

Market value$13.84M

1.08%

Sole

11.68M

Shared

0.00

None

0.00

ARES MANAGEMENT CORPORATION

SOLE

6.75 SE B PFD

Shares280.87K

TypeSH

Market value$13.39M

1.04%

Sole

280.87K

Shared

0.00

None

0.00

SEAGATE HDD CAYMAN

SOLE

NOTE 3.500% 6/0

Shares11.06M

TypePRN

Market value$13.32M

1.04%

Sole

11.06M

Shared

0.00

None

0.00

KKR & CO INC

SOLE

6.25 CON SER D

Shares268.37K

TypeSH

Market value$13.12M

1.02%

Sole

268.37K

Shared

0.00

None

0.00

ISHARES TR

SOLE

7-10 YR TRSY BD

Shares136.06K

TypeSH

Market value$12.98M

1.01%

Sole

136.06K

Shared

0.00

None

0.00

Issuer	Class	Shares	Type	Value / Portfolio %	Voting — Sole
ISHARES TRSOLE	CORE S&P500 ETF	95.26K	SH	$53.52M 4.17%	95.26K
NEXTERA ENERGY CAP HLDGS INCSOLE	NOTE 3.000% 3/0	28.02M	PRN	$32.34M 2.52%	28.02M
SOUTHERN COSOLE	NOTE 3.875%12/1	28.43M	PRN	$31.64M 2.46%	28.43M
BOEING COSOLE	DEP CONV PFD A	497.05K	SH	$29.34M 2.28%	497.05K
UBER TECHNOLOGIES INCSOLE	NOTE 0.875%12/0	23.24M	PRN	$28.28M 2.20%	23.24M
DUKE ENERGY CORP NEWSOLE	NOTE 4.125% 4/1	22.72M	PRN	$24.63M 1.92%	22.72M
APOLLO GLOBAL MGMT INCSOLE	SER A MAND CNV	311.31K	SH	$22.85M 1.78%	311.31K
PG&E CORPSOLE	NOTE 4.250%12/0	21.59M	PRN	$22.81M 1.78%	21.59M
BOOKING HOLDINGS INCSOLE	NOTE 0.750% 5/0	9.18M	PRN	$22.57M 1.76%	9.18M
WELLS FARGO CO NEWSOLE	PERP PFD CNV A	18.66K	SH	$22.42M 1.74%	18.66K
BANK AMERICA CORPSOLE	7.25%CNV PFD L	16.40K	SH	$20.29M 1.58%	16.40K
GLOBAL PMTS INCSOLE	NOTE 1.500% 3/0	20.29M	PRN	$19.11M 1.49%	20.29M
PPL CAP FDG INCSOLE	NOTE 2.875% 3/1	15.93M	PRN	$17.83M 1.39%	15.93M
VENTAS RLTY LTD PARTNERSHIPSOLE	NOTE 3.750% 6/0	13.63M	PRN	$17.53M 1.36%	13.63M
ISHARES TRSOLE	IBOXX INV CP ETF	149.05K	SH	$16.20M 1.26%	149.05K
ON SEMICONDUCTOR CORPSOLE	NOTE 0.500% 3/0	18.65M	PRN	$16.06M 1.25%	18.65M
SHIFT4 PMTS INCSOLE	NOTE 0.500% 8/0	14.60M	PRN	$14.74M 1.15%	14.60M
WESTERN DIGITAL CORPSOLE	NOTE 3.000%11/1	11.16M	PRN	$14.35M 1.12%	11.16M
NCL CORP LTDSOLE	NOTE 1.125% 2/1	14.33M	PRN	$13.90M 1.08%	14.33M
VANGUARD STAR FDSSOLE	VG TL INTL STK F	223.64K	SH	$13.89M 1.08%	223.64K
ASCENDIS PHARMA A/SSOLE	NOTE 2.250% 4/0	11.68M	PRN	$13.84M 1.08%	11.68M
ARES MANAGEMENT CORPORATIONSOLE	6.75 SE B PFD	280.87K	SH	$13.39M 1.04%	280.87K
SEAGATE HDD CAYMANSOLE	NOTE 3.500% 6/0	11.06M	PRN	$13.32M 1.04%	11.06M
KKR & CO INCSOLE	6.25 CON SER D	268.37K	SH	$13.12M 1.02%	268.37K
ISHARES TRSOLE	7-10 YR TRSY BD	136.06K	SH	$12.98M 1.01%	136.06K

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