SSI INVESTMENT MANAGEMENT LLC

Filed: 8/14/2025ACC: 0001172661-25-003427

📋 What this filing means

SSI INVESTMENT MANAGEMENT LLC filed this quarterly 13F‑HR report disclosing 251 equity positions with a total reported market value of $1.42B. This filing provides a transparent view of the manager's long equity holdings as of the quarter end.

251

Positions

$1.42B

Total AUM (reported)

834.35M

Total Shares

Allocation by class

CORE S&P500 ETF$57.02M4.0%

NOTE 3.000% 3/0$38.17M2.7%

DEP CONV PFD A$36.19M2.6%

NOTE 0.875%12/0$34.73M2.4%

NOTE 3.875%12/1$31.19M2.2%

NOTE 3/1$28.61M2.0%

NOTE 3.500% 6/0$25.20M1.8%

Portfolio Concentration

Top 3$131.38M9.3%

4–10$176.25M12.4%

11–25$243.93M17.2%

Rest$866.06M61.1%

Top 3 weight

9.3%

Top 10 weight

21.7%

Voting Authority Distribution

Total shares with voting rights: 834.35M

Sole

Full voting authority

834.35M

% 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)

Sole251

Shared0

Other0

Dominant voting typeSole · 100.0% of voting shares

Institutional Holdings251

Rows:

ISHARES TR

SOLE

CORE S&P500 ETF

Shares91.84K

TypeSH

Market value$57.02M

4.02%

Sole

91.84K

Shared

0.00

None

0.00

NEXTERA ENERGY CAP HLDGS INC

SOLE

NOTE 3.000% 3/0

Shares33.57M

TypePRN

Market value$38.17M

2.69%

Sole

33.57M

Shared

0.00

None

0.00

BOEING CO

SOLE

DEP CONV PFD A

Shares530.32K

TypeSH

Market value$36.19M

2.55%

Sole

530.32K

Shared

0.00

None

0.00

UBER TECHNOLOGIES INC

SOLE

NOTE 0.875%12/0

Shares24.34M

TypePRN

Market value$34.73M

2.45%

Sole

24.34M

Shared

0.00

None

0.00

SOUTHERN CO

SOLE

NOTE 3.875%12/1

Shares28.18M

TypePRN

Market value$31.19M

2.20%

Sole

28.18M

Shared

0.00

None

0.00

APOLLO GLOBAL MGMT INC

SOLE

SER A MAND CNV

Shares328.90K

TypeSH

Market value$24.73M

1.74%

Sole

328.90K

Shared

0.00

None

0.00

DUKE ENERGY CORP NEW

SOLE

NOTE 4.125% 4/1

Shares23.11M

TypePRN

Market value$24.45M

1.72%

Sole

23.11M

Shared

0.00

None

0.00

WELLS FARGO CO NEW

SOLE

PERP PFD CNV A

Shares18.09K

TypeSH

Market value$21.22M

1.50%

Sole

18.09K

Shared

0.00

None

0.00

SEAGATE HDD CAYMAN

SOLE

NOTE 3.500% 6/0

Shares11.18M

TypePRN

Market value$20.11M

1.42%

Sole

11.18M

Shared

0.00

None

0.00

WESTERN DIGITAL CORP

SOLE

NOTE 3.000%11/1

Shares11.05M

TypePRN

Market value$19.84M

1.40%

Sole

11.05M

Shared

0.00

None

0.00

BANK AMERICA CORP

SOLE

7.25%CNV PFD L

Shares16.02K

TypeSH

Market value$19.45M

1.37%

Sole

16.02K

Shared

0.00

None

0.00

ARES MANAGEMENT CORPORATION

SOLE

6.75 SE B PFD

Shares360.55K

TypeSH

Market value$19.34M

1.36%

Sole

360.55K

Shared

0.00

None

0.00

MKS INC.

SOLE

NOTE 1.250% 6/0

Shares19.08M

TypePRN

Market value$18.81M

1.33%

Sole

19.08M

Shared

0.00

None

0.00

PARSONS CORP DEL

SOLE

NOTE 2.625% 3/0

Shares16.75M

TypePRN

Market value$17.80M

1.26%

Sole

16.75M

Shared

0.00

None

0.00

PPL CAP FDG INC

SOLE

NOTE 2.875% 3/1

Shares15.85M

TypePRN

Market value$17.12M

1.21%

Sole

15.85M

Shared

0.00

None

0.00

VENTAS RLTY LTD PARTNERSHIP

SOLE

NOTE 3.750% 6/0

Shares13.54M

TypePRN

Market value$16.19M

1.14%

Sole

13.54M

Shared

0.00

None

0.00

WEC ENERGY GROUP INC

SOLE

NOTE 4.375% 6/0

Shares14.31M

TypePRN

Market value$16.12M

1.14%

Sole

14.31M

Shared

0.00

None

0.00

HEWLETT PACKARD ENTERPRISE C

SOLE

7.625 MAND CONV

Shares270.17K

TypeSH

Market value$15.94M

1.12%

Sole

270.17K

Shared

0.00

None

0.00

MICROSTRATEGY INC

SOLE

NOTE 0.875% 3/1

Shares8.20M

TypePRN

Market value$15.46M

1.09%

Sole

8.20M

Shared

0.00

None

0.00

ISHARES TR

SOLE

IBOXX INV CP ETF

Shares140.60K

TypeSH

Market value$15.41M

1.09%

Sole

140.60K

Shared

0.00

None

0.00

ASCENDIS PHARMA A/S

SOLE

NOTE 2.250% 4/0

Shares12.14M

TypePRN

Market value$15.18M

1.07%

Sole

12.14M

Shared

0.00

None

0.00

KKR & CO INC

SOLE

6.25 CON SER D

Shares273.13K

TypeSH

Market value$14.64M

1.03%

Sole

273.13K

Shared

0.00

None

0.00

SHIFT4 PMTS INC

SOLE

NOTE 0.500% 8/0

Shares13.59M

TypePRN

Market value$14.54M

1.03%

Sole

13.59M

Shared

0.00

None

0.00

ON SEMICONDUCTOR CORP

SOLE

NOTE 5/0

Shares11.94M

TypePRN

Market value$14.14M

1.00%

Sole

11.94M

Shared

0.00

None

0.00

ISHARES TR

SOLE

U.S. TECH ETF

Shares79.61K

TypeSH

Market value$13.79M

0.97%

Sole

79.61K

Shared

0.00

None

0.00

Issuer	Class	Shares	Type	Value / Portfolio %	Voting — Sole
ISHARES TRSOLE	CORE S&P500 ETF	91.84K	SH	$57.02M 4.02%	91.84K
NEXTERA ENERGY CAP HLDGS INCSOLE	NOTE 3.000% 3/0	33.57M	PRN	$38.17M 2.69%	33.57M
BOEING COSOLE	DEP CONV PFD A	530.32K	SH	$36.19M 2.55%	530.32K
UBER TECHNOLOGIES INCSOLE	NOTE 0.875%12/0	24.34M	PRN	$34.73M 2.45%	24.34M
SOUTHERN COSOLE	NOTE 3.875%12/1	28.18M	PRN	$31.19M 2.20%	28.18M
APOLLO GLOBAL MGMT INCSOLE	SER A MAND CNV	328.90K	SH	$24.73M 1.74%	328.90K
DUKE ENERGY CORP NEWSOLE	NOTE 4.125% 4/1	23.11M	PRN	$24.45M 1.72%	23.11M
WELLS FARGO CO NEWSOLE	PERP PFD CNV A	18.09K	SH	$21.22M 1.50%	18.09K
SEAGATE HDD CAYMANSOLE	NOTE 3.500% 6/0	11.18M	PRN	$20.11M 1.42%	11.18M
WESTERN DIGITAL CORPSOLE	NOTE 3.000%11/1	11.05M	PRN	$19.84M 1.40%	11.05M
BANK AMERICA CORPSOLE	7.25%CNV PFD L	16.02K	SH	$19.45M 1.37%	16.02K
ARES MANAGEMENT CORPORATIONSOLE	6.75 SE B PFD	360.55K	SH	$19.34M 1.36%	360.55K
MKS INC.SOLE	NOTE 1.250% 6/0	19.08M	PRN	$18.81M 1.33%	19.08M
PARSONS CORP DELSOLE	NOTE 2.625% 3/0	16.75M	PRN	$17.80M 1.26%	16.75M
PPL CAP FDG INCSOLE	NOTE 2.875% 3/1	15.85M	PRN	$17.12M 1.21%	15.85M
VENTAS RLTY LTD PARTNERSHIPSOLE	NOTE 3.750% 6/0	13.54M	PRN	$16.19M 1.14%	13.54M
WEC ENERGY GROUP INCSOLE	NOTE 4.375% 6/0	14.31M	PRN	$16.12M 1.14%	14.31M
HEWLETT PACKARD ENTERPRISE CSOLE	7.625 MAND CONV	270.17K	SH	$15.94M 1.12%	270.17K
MICROSTRATEGY INCSOLE	NOTE 0.875% 3/1	8.20M	PRN	$15.46M 1.09%	8.20M
ISHARES TRSOLE	IBOXX INV CP ETF	140.60K	SH	$15.41M 1.09%	140.60K
ASCENDIS PHARMA A/SSOLE	NOTE 2.250% 4/0	12.14M	PRN	$15.18M 1.07%	12.14M
KKR & CO INCSOLE	6.25 CON SER D	273.13K	SH	$14.64M 1.03%	273.13K
SHIFT4 PMTS INCSOLE	NOTE 0.500% 8/0	13.59M	PRN	$14.54M 1.03%	13.59M
ON SEMICONDUCTOR CORPSOLE	NOTE 5/0	11.94M	PRN	$14.14M 1.00%	11.94M
ISHARES TRSOLE	U.S. TECH ETF	79.61K	SH	$13.79M 0.97%	79.61K

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