SSI INVESTMENT MANAGEMENT LLC

Filed: 10/28/2025ACC: 0001172661-25-004466

📋 What this filing means

SSI INVESTMENT MANAGEMENT LLC filed this quarterly 13F‑HR report disclosing 252 equity positions with a total reported market value of $1.47B. This filing provides a transparent view of the manager's long equity holdings as of the quarter end.

252

Positions

$1.47B

Total AUM (reported)

770.51M

Total Shares

Allocation by class

CORE S&P500 ETF$66.30M4.5%

DEP CONV PFD A$36.91M2.5%

NOTE 0.875%12/0$35.93M2.5%

NOTE 3.000%11/1$35.29M2.4%

NOTE 3.000% 3/0$34.07M2.3%

NOTE 3.500% 6/0$33.78M2.3%

NOTE 3.000% 6/0$27.70M1.9%

Portfolio Concentration

Top 3$139.14M9.5%

4–10$182.73M12.5%

11–25$264.00M18.0%

Rest$879.94M60.0%

Top 3 weight

9.5%

Top 10 weight

22.0%

Voting Authority Distribution

Total shares with voting rights: 770.51M

Sole

Full voting authority

770.51M

% 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)

Sole252

Shared0

Other0

Dominant voting typeSole · 100.0% of voting shares

Institutional Holdings252

Rows:

ISHARES TR

SOLE

CORE S&P500 ETF

Shares99.06K

TypeSH

Market value$66.30M

4.52%

Sole

99.06K

Shared

0.00

None

0.00

BOEING CO

SOLE

DEP CONV PFD A

Shares531.43K

TypeSH

Market value$36.91M

2.52%

Sole

531.43K

Shared

0.00

None

0.00

UBER TECHNOLOGIES INC

SOLE

NOTE 0.875%12/0

Shares24.44M

TypePRN

Market value$35.93M

2.45%

Sole

24.44M

Shared

0.00

None

0.00

WESTERN DIGITAL CORP

SOLE

NOTE 3.000%11/1

Shares11M

TypePRN

Market value$35.29M

2.41%

Sole

11M

Shared

0.00

None

0.00

NEXTERA ENERGY CAP HLDGS INC

SOLE

NOTE 3.000% 3/0

Shares28.85M

TypePRN

Market value$34.07M

2.32%

Sole

28.85M

Shared

0.00

None

0.00

SEAGATE HDD CAYMAN

SOLE

NOTE 3.500% 6/0

Shares9.01M

TypePRN

Market value$25.96M

1.77%

Sole

9.01M

Shared

0.00

None

0.00

DUKE ENERGY CORP NEW

SOLE

NOTE 4.125% 4/1

Shares22.64M

TypePRN

Market value$24.30M

1.66%

Sole

22.64M

Shared

0.00

None

0.00

WELLS FARGO CO NEW

SOLE

PERP PFD CNV A

Shares18.01K

TypeSH

Market value$22.25M

1.52%

Sole

18.01K

Shared

0.00

None

0.00

MKS INC.

SOLE

NOTE 1.250% 6/0

Shares19.24M

TypePRN

Market value$21.07M

1.44%

Sole

19.24M

Shared

0.00

None

0.00

BANK AMERICA CORP

SOLE

7.25%CNV PFD L

Shares15.45K

TypeSH

Market value$19.79M

1.35%

Sole

15.45K

Shared

0.00

None

0.00

SOUTHERN CO

SOLE

NOTE 3.875%12/1

Shares17.57M

TypePRN

Market value$19.78M

1.35%

Sole

17.57M

Shared

0.00

None

0.00

ALIBABA GROUP HLDG LTD

SOLE

NOTE 0.500% 6/0

Shares10.72M

TypePRN

Market value$19.69M

1.34%

Sole

10.72M

Shared

0.00

None

0.00

BLOOM ENERGY CORP

SOLE

NOTE 3.000% 6/0

Shares4.34M

TypePRN

Market value$19.44M

1.33%

Sole

4.34M

Shared

0.00

None

0.00

APOLLO GLOBAL MGMT INC

SOLE

SER A MAND CNV

Shares275.13K

TypeSH

Market value$19.41M

1.32%

Sole

275.13K

Shared

0.00

None

0.00

SNOWFLAKE INC

SOLE

NOTE 10/0

Shares12.55M

TypePRN

Market value$19.06M

1.30%

Sole

12.55M

Shared

0.00

None

0.00

HEWLETT PACKARD ENTERPRISE C

SOLE

7.625 MAND CONV

Shares265.42K

TypeSH

Market value$18.09M

1.23%

Sole

265.42K

Shared

0.00

None

0.00

PPL CAP FDG INC

SOLE

NOTE 2.875% 3/1

Shares15.72M

TypePRN

Market value$17.95M

1.22%

Sole

15.72M

Shared

0.00

None

0.00

ARES MANAGEMENT CORPORATION

SOLE

6.75 SE B PFD

Shares360.39K

TypeSH

Market value$17.94M

1.22%

Sole

360.39K

Shared

0.00

None

0.00

KKR & CO INC

SOLE

6.25 CON SER D

Shares343.12K

TypeSH

Market value$17.90M

1.22%

Sole

343.12K

Shared

0.00

None

0.00

WEC ENERGY GROUP INC

SOLE

NOTE 4.375% 6/0

Shares14.05M

TypePRN

Market value$16.84M

1.15%

Sole

14.05M

Shared

0.00

None

0.00

PARSONS CORP DEL

SOLE

NOTE 2.625% 3/0

Shares14.60M

TypePRN

Market value$16.64M

1.14%

Sole

14.60M

Shared

0.00

None

0.00

ISHARES TR

SOLE

IBOXX INV CP ETF

Shares140.88K

TypeSH

Market value$15.70M

1.07%

Sole

140.88K

Shared

0.00

None

0.00

VENTAS RLTY LTD PARTNERSHIP

SOLE

NOTE 3.750% 6/0

Shares12.08M

TypePRN

Market value$15.60M

1.06%

Sole

12.08M

Shared

0.00

None

0.00

BRIGHTSPRING HEALTH SVCS INC

SOLE

UNIT 02/01/2027

Shares150.13K

TypeSH

Market value$15.16M

1.03%

Sole

150.13K

Shared

0.00

None

0.00

ISHARES INC

SOLE

CORE MSCI EMKT

Shares224.59K

TypeSH

Market value$14.81M

1.01%

Sole

224.59K

Shared

0.00

None

0.00

Issuer	Class	Shares	Type	Value / Portfolio %	Voting — Sole
ISHARES TRSOLE	CORE S&P500 ETF	99.06K	SH	$66.30M 4.52%	99.06K
BOEING COSOLE	DEP CONV PFD A	531.43K	SH	$36.91M 2.52%	531.43K
UBER TECHNOLOGIES INCSOLE	NOTE 0.875%12/0	24.44M	PRN	$35.93M 2.45%	24.44M
WESTERN DIGITAL CORPSOLE	NOTE 3.000%11/1	11M	PRN	$35.29M 2.41%	11M
NEXTERA ENERGY CAP HLDGS INCSOLE	NOTE 3.000% 3/0	28.85M	PRN	$34.07M 2.32%	28.85M
SEAGATE HDD CAYMANSOLE	NOTE 3.500% 6/0	9.01M	PRN	$25.96M 1.77%	9.01M
DUKE ENERGY CORP NEWSOLE	NOTE 4.125% 4/1	22.64M	PRN	$24.30M 1.66%	22.64M
WELLS FARGO CO NEWSOLE	PERP PFD CNV A	18.01K	SH	$22.25M 1.52%	18.01K
MKS INC.SOLE	NOTE 1.250% 6/0	19.24M	PRN	$21.07M 1.44%	19.24M
BANK AMERICA CORPSOLE	7.25%CNV PFD L	15.45K	SH	$19.79M 1.35%	15.45K
SOUTHERN COSOLE	NOTE 3.875%12/1	17.57M	PRN	$19.78M 1.35%	17.57M
ALIBABA GROUP HLDG LTDSOLE	NOTE 0.500% 6/0	10.72M	PRN	$19.69M 1.34%	10.72M
BLOOM ENERGY CORPSOLE	NOTE 3.000% 6/0	4.34M	PRN	$19.44M 1.33%	4.34M
APOLLO GLOBAL MGMT INCSOLE	SER A MAND CNV	275.13K	SH	$19.41M 1.32%	275.13K
SNOWFLAKE INCSOLE	NOTE 10/0	12.55M	PRN	$19.06M 1.30%	12.55M
HEWLETT PACKARD ENTERPRISE CSOLE	7.625 MAND CONV	265.42K	SH	$18.09M 1.23%	265.42K
PPL CAP FDG INCSOLE	NOTE 2.875% 3/1	15.72M	PRN	$17.95M 1.22%	15.72M
ARES MANAGEMENT CORPORATIONSOLE	6.75 SE B PFD	360.39K	SH	$17.94M 1.22%	360.39K
KKR & CO INCSOLE	6.25 CON SER D	343.12K	SH	$17.90M 1.22%	343.12K
WEC ENERGY GROUP INCSOLE	NOTE 4.375% 6/0	14.05M	PRN	$16.84M 1.15%	14.05M
PARSONS CORP DELSOLE	NOTE 2.625% 3/0	14.60M	PRN	$16.64M 1.14%	14.60M
ISHARES TRSOLE	IBOXX INV CP ETF	140.88K	SH	$15.70M 1.07%	140.88K
VENTAS RLTY LTD PARTNERSHIPSOLE	NOTE 3.750% 6/0	12.08M	PRN	$15.60M 1.06%	12.08M
BRIGHTSPRING HEALTH SVCS INCSOLE	UNIT 02/01/2027	150.13K	SH	$15.16M 1.03%	150.13K
ISHARES INCSOLE	CORE MSCI EMKT	224.59K	SH	$14.81M 1.01%	224.59K

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